+48.3%
SRE vs XYL
-15.8%
+64.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -0.7% | -1.2% | +0.6% | -0.3% |
| 30D | -1.7% | -13.2% | +11.4% | +2.1% |
| 3M | -7.1% | -0.2% | -6.9% | -7.5% |
| 6M | -8.4% | -12.5% | +4.1% | -5.4% |
| YTD | -3.5% | -20.9% | +17.4% | +2.2% |
| 1Y | +5.4% | -21.6% | +26.9% | +11.9% |
| 3Y | +29.5% | +16.1% | +13.4% | +19.8% |
| 5Y | +48.3% | -15.6% | +63.9% | +45.6% |
| All | +48.3% | -15.8% | +64.1% | +45.6% |
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