+1,972.8%
STX vs XYL
+100.4%
+1,872.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.2% |
| 7D | +14.6% | -3.7% | +18.3% | +16.7% |
| 30D | -26.0% | -8.3% | -17.6% | -24.3% |
| 3M | -42.6% | -21.4% | -21.2% | -36.6% |
| 6M | -35.3% | -12.9% | -22.3% | -33.6% |
| YTD | +92.5% | -30.1% | +122.5% | +122.9% |
| 1Y | +102.4% | -35.2% | +137.5% | +144.9% |
| 3Y | +673.8% | -0.8% | +674.6% | +640.7% |
| 5Y | +463.1% | -23.2% | +486.3% | +501.7% |
| All | +1,972.8% | +100.4% | +1,872.4% | +1,061.4% |
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