+444.1%
STM vs XYL
+113.6%
+330.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +2.0% |
| 7D | -7.9% | +0.6% | -8.5% | -8.6% |
| 30D | -14.1% | -5.7% | -8.4% | -13.2% |
| 3M | -17.6% | -19.8% | +2.2% | -6.9% |
| 6M | -24.2% | -14.2% | -10.0% | -19.5% |
| YTD | +73.3% | -28.1% | +101.4% | +106.9% |
| 1Y | +90.1% | -35.0% | +125.1% | +144.9% |
| 3Y | +10.3% | +2.1% | +8.3% | +0.5% |
| 5Y | -5.7% | -22.1% | +16.4% | +2.3% |
| 10Y | +444.1% | +107.0% | +337.1% | +204.5% |
| All | +444.1% | +113.6% | +330.5% | +204.5% |
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