+105.1%
STT vs XYL
-23.7%
+128.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.9% | +0.3% |
| 7D | +5.1% | -6.0% | +11.1% | +8.3% |
| 30D | -0.2% | -8.3% | +8.1% | +2.8% |
| 3M | -8.1% | -22.6% | +14.4% | +3.5% |
| 6M | +16.6% | -15.0% | +31.7% | +23.7% |
| YTD | +37.8% | -30.2% | +68.0% | +62.7% |
| 1Y | +46.8% | -36.4% | +83.2% | +83.3% |
| 3Y | +181.2% | -0.9% | +182.0% | +159.6% |
| 5Y | +105.1% | -23.4% | +128.5% | +108.8% |
| All | +105.1% | -23.7% | +128.8% | +108.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling