+260.3%
STT vs XYL
+149.5%
+110.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.4% |
| 7D | -1.4% | -1.2% | -0.1% | -0.7% |
| 30D | +2.2% | -13.2% | +15.4% | +11.7% |
| 3M | +18.8% | -0.2% | +19.0% | +17.6% |
| 6M | +57.9% | -12.5% | +70.4% | +69.8% |
| YTD | +51.0% | -20.9% | +71.9% | +72.8% |
| 1Y | +77.1% | -21.6% | +98.7% | +103.7% |
| 3Y | +199.8% | +16.1% | +183.7% | +155.1% |
| 5Y | +156.0% | -15.6% | +171.6% | +165.5% |
| All | +260.3% | +149.5% | +110.8% | +100.3% |
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