+314.7%
SPY vs XYL
+150.5%
+164.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | -0.8% | +1.2% | -2.0% | -1.3% |
| 30D | -1.1% | -11.9% | +10.9% | +4.6% |
| 3M | +3.9% | -1.5% | +5.4% | +4.0% |
| 6M | +13.6% | -11.9% | +25.5% | +19.3% |
| YTD | +12.7% | -20.6% | +33.3% | +23.4% |
| 1Y | +17.5% | -23.5% | +41.0% | +30.9% |
| 3Y | +76.9% | +14.9% | +62.1% | +59.9% |
| 5Y | +83.6% | -15.3% | +98.9% | +86.5% |
| All | +314.7% | +150.5% | +164.3% | +167.6% |
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