+5.2%
SSPC vs XYL
-9.1%
+14.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +5.0% | +2.8% | +8.2% |
| 7D | +11.8% | +14.5% | -2.7% | +13.9% |
| 30D | +44.7% | -1.3% | +46.1% | +47.1% |
| 3M | -40.7% | -17.0% | -23.7% | -43.8% |
| All | +5.2% | -9.1% | +14.3% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling