+194.4%
STT vs XYL
+100.1%
+94.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.9% | +0.4% |
| 7D | +5.1% | -6.0% | +11.1% | +9.2% |
| 30D | -0.2% | -8.3% | +8.1% | +3.5% |
| 3M | -8.1% | -22.6% | +14.4% | +5.8% |
| 6M | +16.6% | -15.0% | +31.7% | +25.3% |
| YTD | +37.8% | -30.2% | +68.0% | +67.3% |
| 1Y | +46.8% | -36.4% | +83.2% | +89.7% |
| 3Y | +181.2% | -0.9% | +182.0% | +160.2% |
| 5Y | +105.1% | -23.4% | +128.5% | +121.7% |
| All | +194.4% | +100.1% | +94.3% | +86.7% |
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 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