+183.5%
STT vs XYL
-0.6%
+184.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.9% | +0.1% |
| 7D | +5.1% | -6.0% | +11.1% | +7.5% |
| 30D | -0.2% | -8.3% | +8.1% | +2.0% |
| 3M | -8.1% | -22.6% | +14.4% | +1.0% |
| 6M | +16.6% | -15.0% | +31.7% | +21.9% |
| YTD | +37.8% | -30.2% | +68.0% | +58.1% |
| 1Y | +46.8% | -36.4% | +83.2% | +76.9% |
| All | +183.5% | -0.6% | +184.1% | +162.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling