+97.4%
STM vs XYL
-21.5%
+118.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -1.3% |
| 7D | +5.2% | +1.8% | +3.4% | +4.7% |
| 30D | -7.4% | -9.2% | +1.9% | -4.9% |
| 3M | -30.6% | -0.3% | -30.4% | -32.8% |
| 6M | +66.4% | -11.0% | +77.3% | +67.8% |
| YTD | +101.1% | -19.2% | +120.4% | +103.9% |
| 1Y | +97.4% | -21.2% | +118.6% | +103.4% |
| All | +97.4% | -21.5% | +118.8% | +103.4% |
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 · 6 months rolling