+110.6%
SPOT vs XYL
-15.8%
+126.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.3% |
| 7D | -6.9% | -1.2% | -5.6% | -6.3% |
| 30D | +4.1% | -13.2% | +17.3% | +11.6% |
| 3M | +3.7% | -0.2% | +3.9% | +2.6% |
| 6M | -1.6% | -12.5% | +10.9% | +4.0% |
| YTD | -10.2% | -20.9% | +10.7% | -1.3% |
| 1Y | -25.9% | -21.6% | -4.3% | -18.5% |
| 3Y | +235.6% | +16.1% | +219.4% | +164.6% |
| 5Y | +110.6% | -15.6% | +126.2% | +85.9% |
| All | +110.6% | -15.8% | +126.4% | +85.9% |
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