+307.8%
SPY vs XYL
+100.4%
+207.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | +2.6% | -3.7% | +6.3% | +4.2% |
| 30D | -2.0% | -8.3% | +6.4% | +0.7% |
| 3M | -2.8% | -21.4% | +18.6% | +6.7% |
| 6M | +2.1% | -12.9% | +15.1% | +6.5% |
| YTD | +11.5% | -30.1% | +41.6% | +27.5% |
| 1Y | +13.5% | -35.2% | +48.6% | +34.4% |
| 3Y | +77.7% | -0.8% | +78.5% | +69.3% |
| 5Y | +72.6% | -23.2% | +95.8% | +80.9% |
| All | +307.8% | +100.4% | +207.4% | +183.5% |
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 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