+422.5%
STM vs XYL
+129.6%
+292.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.5% | +5.3% | +5.8% |
| 7D | -5.6% | +2.1% | -7.6% | -7.1% |
| 30D | -14.4% | -3.4% | -11.1% | -14.9% |
| 3M | -20.5% | -17.2% | -3.3% | -12.0% |
| 6M | -24.5% | -12.0% | -12.5% | -21.1% |
| YTD | +72.7% | -26.3% | +99.0% | +102.8% |
| 1Y | +91.0% | -33.5% | +124.5% | +142.3% |
| 3Y | +13.5% | +6.4% | +7.1% | +0.6% |
| 5Y | -9.2% | -20.9% | +11.7% | -2.4% |
| 10Y | +422.5% | +120.8% | +301.7% | +196.5% |
| All | +422.5% | +129.6% | +292.9% | +196.5% |
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