+491.9%
SPCX vs XYL
-23.6%
+515.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -14.8% |
| 7D | +2.8% | -5.9% | +8.7% | -35.3% |
| 30D | -14.5% | -7.3% | -7.2% | -104.2% |
| 3M | +4.8% | -22.5% | +27.3% | -100.7% |
| 6M | +443.4% | -36.2% | +479.6% | -103.6% |
| YTD | +443.4% | -36.2% | +479.6% | -103.6% |
| 1Y | +443.4% | -36.2% | +479.6% | -103.6% |
| All | +491.9% | -23.6% | +515.5% | -103.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling