+3,476.8%
STX vs XYL
+149.5%
+3,327.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.1% |
| 7D | +8.0% | -1.2% | +9.2% | +8.7% |
| 30D | +5.1% | -13.2% | +18.3% | +13.2% |
| 3M | +5.8% | -0.2% | +5.9% | +3.7% |
| 6M | +124.9% | -12.5% | +137.4% | +137.9% |
| YTD | +213.9% | -20.9% | +234.8% | +250.2% |
| 1Y | +350.4% | -21.6% | +372.0% | +406.7% |
| 3Y | +1,314.2% | +16.1% | +1,298.1% | +1,174.7% |
| 5Y | +1,092.8% | -15.6% | +1,108.4% | +1,144.5% |
| All | +3,476.8% | +149.5% | +3,327.3% | +1,724.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling