+118.2%
SRE vs XYL
+150.5%
-32.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -0.8% | +1.2% | -2.0% | -1.2% |
| 30D | -3.0% | -11.9% | +8.9% | +1.1% |
| 3M | -8.3% | -1.5% | -6.8% | -8.3% |
| 6M | -8.9% | -11.9% | +3.0% | -5.6% |
| YTD | -4.3% | -20.6% | +16.3% | +2.5% |
| 1Y | +2.7% | -23.5% | +26.2% | +11.3% |
| 3Y | +28.7% | +14.9% | +13.8% | +18.4% |
| 5Y | +47.1% | -15.3% | +62.4% | +48.6% |
| All | +118.2% | +150.5% | -32.2% | +59.3% |
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