+155.8%
STT vs XYL
-15.4%
+171.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.6% |
| 7D | +1.0% | +0.8% | +0.1% | +0.4% |
| 30D | +2.8% | -10.8% | +13.6% | +9.2% |
| 3M | +18.1% | -2.5% | +20.7% | +18.7% |
| 6M | +59.2% | -12.2% | +71.4% | +69.1% |
| YTD | +51.5% | -20.1% | +71.5% | +69.2% |
| 1Y | +75.7% | -20.6% | +96.3% | +97.0% |
| 3Y | +200.8% | +17.3% | +183.4% | +158.6% |
| 5Y | +155.8% | -14.5% | +170.3% | +136.0% |
| All | +155.8% | -15.4% | +171.2% | +136.0% |
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 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