+489.2%
SPCX vs XYL
-24.3%
+513.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | +0.1% |
| 7D | +3.6% | -3.7% | +7.3% | -12.3% |
| 30D | -8.6% | -8.3% | -0.2% | -53.6% |
| 3M | -1.5% | -21.4% | +19.9% | -80.8% |
| 6M | +532.9% | -23.4% | +556.3% | +56.0% |
| YTD | +538.6% | -30.1% | +568.6% | +57.4% |
| 1Y | +442.9% | -35.2% | +478.0% | +33.6% |
| All | +489.2% | -24.3% | +513.5% | +45.2% |
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