+708.1%
SPY vs XYL
+403.7%
+304.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.1% | +0.6% |
| 7D | -0.6% | +0.6% | -1.2% | -0.9% |
| 30D | -3.7% | -5.7% | +2.0% | -2.3% |
| 3M | -2.7% | -19.8% | +17.0% | +5.3% |
| 6M | +2.2% | -14.2% | +16.4% | +7.1% |
| YTD | +10.8% | -28.1% | +38.9% | +24.4% |
| 1Y | +11.2% | -35.0% | +46.2% | +30.4% |
| 3Y | +76.5% | +2.1% | +74.4% | +67.8% |
| 5Y | +72.9% | -22.1% | +95.0% | +80.3% |
| 10Y | +304.8% | +107.0% | +197.9% | +176.9% |
| All | +708.1% | +403.7% | +304.3% | +309.1% |
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