+254.8%
SPOT vs XYL
+60.4%
+194.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.0% | -5.5% | -3.7% |
| 7D | -2.9% | +1.8% | -4.6% | -3.6% |
| 30D | +8.3% | -9.2% | +17.5% | +12.4% |
| 3M | +5.1% | -0.3% | +5.3% | +4.3% |
| 6M | -6.5% | -11.0% | +4.5% | -2.8% |
| YTD | -9.0% | -19.2% | +10.2% | -2.6% |
| 1Y | -26.4% | -21.2% | -5.2% | -20.6% |
| 3Y | +240.0% | +18.6% | +221.4% | +197.1% |
| 5Y | +111.7% | -14.3% | +126.0% | +104.2% |
| All | +254.8% | +60.4% | +194.4% | +163.5% |
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