+316.8%
SO vs XYL
+403.7%
-86.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.7% |
| 7D | -0.1% | +0.6% | -0.7% | -0.3% |
| 30D | +8.7% | -5.7% | +14.4% | +9.7% |
| 3M | +3.4% | -19.8% | +23.2% | +8.4% |
| 6M | +3.7% | -14.2% | +17.9% | +6.8% |
| YTD | +10.0% | -28.1% | +38.1% | +17.8% |
| 1Y | +6.6% | -35.0% | +41.6% | +17.0% |
| 3Y | +52.5% | +2.1% | +50.4% | +46.3% |
| 5Y | +76.1% | -22.1% | +98.2% | +78.7% |
| 10Y | +194.9% | +107.0% | +87.9% | +138.6% |
| All | +316.8% | +403.7% | -86.9% | +205.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling