+930.1%
STM vs XYL
+449.8%
+480.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +3.3% |
| 7D | +5.8% | -5.0% | +10.8% | +9.5% |
| 30D | -1.0% | -13.2% | +12.2% | +8.9% |
| 3M | -33.3% | -3.7% | -29.5% | -32.5% |
| 6M | +57.4% | -17.7% | +75.1% | +77.3% |
| YTD | +102.2% | -21.5% | +123.7% | +133.2% |
| 1Y | +99.6% | -24.5% | +124.1% | +136.3% |
| 3Y | +14.5% | +6.9% | +7.6% | +5.3% |
| 5Y | +21.4% | -18.1% | +39.4% | +31.9% |
| 10Y | +695.0% | +134.7% | +560.2% | +323.8% |
| All | +930.1% | +449.8% | +480.3% | +220.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling