+740.4%
STT vs XYL
+466.0%
+274.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -3.0% |
| 7D | +2.2% | +1.8% | +0.4% | +1.0% |
| 30D | +3.9% | -9.2% | +13.1% | +9.9% |
| 3M | +19.2% | -0.3% | +19.4% | +18.2% |
| 6M | +60.4% | -11.0% | +71.3% | +69.9% |
| YTD | +51.5% | -19.2% | +70.7% | +69.6% |
| 1Y | +76.3% | -21.2% | +97.5% | +100.3% |
| 3Y | +200.7% | +18.6% | +182.1% | +158.3% |
| 5Y | +157.5% | -14.3% | +171.8% | +164.8% |
| 10Y | +262.0% | +141.0% | +121.0% | +105.6% |
| All | +740.4% | +466.0% | +274.4% | +235.3% |
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