+200.7%
STT vs XYL
+18.1%
+182.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -2.5% |
| 7D | +2.2% | +1.8% | +0.4% | +1.3% |
| 30D | +3.9% | -9.2% | +13.1% | +8.4% |
| 3M | +19.2% | -0.3% | +19.4% | +18.2% |
| 6M | +60.4% | -11.0% | +71.3% | +67.7% |
| YTD | +51.5% | -19.2% | +70.7% | +65.7% |
| 1Y | +76.3% | -21.2% | +97.5% | +95.3% |
| 3Y | +200.7% | +18.6% | +182.1% | +171.0% |
| All | +200.7% | +18.1% | +182.7% | +171.0% |
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