+727.8%
SPY vs XYL
+449.8%
+278.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.7% | +0.5% |
| 7D | +0.1% | -5.0% | +5.2% | +2.3% |
| 30D | +0.1% | -13.2% | +13.3% | +6.1% |
| 3M | +2.0% | -3.7% | +5.7% | +3.1% |
| 6M | +13.0% | -17.7% | +30.7% | +21.8% |
| YTD | +13.5% | -21.5% | +35.1% | +24.4% |
| 1Y | +20.0% | -24.5% | +44.5% | +33.5% |
| 3Y | +77.2% | +6.9% | +70.2% | +67.0% |
| 5Y | +81.9% | -18.1% | +100.0% | +87.7% |
| 10Y | +314.1% | +134.7% | +179.3% | +172.4% |
| All | +727.8% | +449.8% | +278.1% | +308.9% |
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