+75.2%
SPY vs XYL
-23.5%
+98.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +2.0% |
| 7D | -0.9% | -5.9% | +5.0% | +1.4% |
| 30D | -2.4% | -7.3% | +4.9% | -0.5% |
| 3M | -1.2% | -22.5% | +21.3% | +8.3% |
| 6M | +3.3% | -14.4% | +17.7% | +8.0% |
| YTD | +12.3% | -29.4% | +41.7% | +26.8% |
| 1Y | +12.4% | -35.6% | +48.1% | +32.5% |
| 3Y | +78.8% | +0.3% | +78.5% | +67.8% |
| 5Y | +75.2% | -22.3% | +97.5% | +80.5% |
| All | +75.2% | -23.5% | +98.7% | +80.5% |
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 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