+663.7%
STT vs XYL
+389.9%
+273.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +4.8% | -3.7% | +8.5% | +7.1% |
| 30D | +3.9% | -8.3% | +12.3% | +7.6% |
| 3M | -8.2% | -21.4% | +13.3% | +3.9% |
| 6M | +15.6% | -12.9% | +28.5% | +21.9% |
| YTD | +37.6% | -30.1% | +67.7% | +64.8% |
| 1Y | +50.1% | -35.2% | +85.3% | +88.3% |
| 3Y | +183.1% | -0.8% | +183.8% | +166.3% |
| 5Y | +104.8% | -23.2% | +128.1% | +121.1% |
| 10Y | +201.9% | +101.2% | +100.6% | +86.7% |
| All | +663.7% | +389.9% | +273.8% | +225.8% |
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 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