-16.1%
SPGI vs XYL
-21.5%
+5.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.0% | -6.2% | -4.1% |
| 7D | -2.5% | +1.8% | -4.3% | -3.0% |
| 30D | +5.4% | -9.2% | +14.6% | +8.5% |
| 3M | +9.0% | -0.3% | +9.3% | +8.3% |
| 6M | +0.8% | -11.0% | +11.7% | +4.3% |
| YTD | -12.6% | -19.2% | +6.6% | -2.4% |
| 1Y | -16.1% | -21.2% | +5.1% | -9.1% |
| All | -16.1% | -21.5% | +5.3% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling