+666.9%
STT vs XYL
+394.7%
+272.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +2.5% |
| 7D | +0.4% | -5.9% | +6.3% | +4.0% |
| 30D | -0.4% | -7.3% | +6.9% | +2.4% |
| 3M | -6.5% | -22.5% | +16.0% | +6.7% |
| 6M | +17.2% | -14.4% | +31.6% | +24.9% |
| YTD | +38.2% | -29.4% | +67.6% | +64.5% |
| 1Y | +49.3% | -35.6% | +84.9% | +88.2% |
| 3Y | +181.9% | +0.3% | +181.7% | +163.6% |
| 5Y | +106.9% | -22.3% | +129.3% | +121.9% |
| 10Y | +203.1% | +103.2% | +99.9% | +86.5% |
| All | +666.9% | +394.7% | +272.2% | +225.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling