+52.0%
STT vs XYL
-30.7%
+82.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.0% | -2.8% | +1.3% |
| 7D | -0.1% | +14.5% | -14.6% | -2.5% |
| 30D | -1.7% | -1.3% | -0.3% | -2.0% |
| 3M | -6.4% | -17.0% | +10.6% | -1.6% |
| 6M | +17.7% | -11.3% | +29.0% | +20.1% |
| YTD | +36.9% | -25.0% | +61.8% | +47.2% |
| 1Y | +52.0% | -31.5% | +83.6% | +75.7% |
| All | +52.0% | -30.7% | +82.7% | +75.7% |
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