+252.8%
SPOT vs XYL
+57.7%
+195.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -3.1% | +1.2% | -4.3% | -3.6% |
| 30D | +7.4% | -11.9% | +19.3% | +12.9% |
| 3M | +8.2% | -1.5% | +9.7% | +8.1% |
| 6M | +2.2% | -11.9% | +14.1% | +6.6% |
| YTD | -9.5% | -20.6% | +11.1% | -2.4% |
| 1Y | -23.8% | -23.5% | -0.3% | -16.7% |
| 3Y | +233.5% | +14.9% | +218.6% | +195.4% |
| 5Y | +112.2% | -15.3% | +127.5% | +105.7% |
| All | +252.8% | +57.7% | +195.1% | +163.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling