+1,383.2%
STX vs XYL
+18.1%
+1,365.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.0% | +3.5% | +4.9% |
| 7D | +10.7% | +1.8% | +8.9% | +9.6% |
| 30D | +11.3% | -9.2% | +20.5% | +17.0% |
| 3M | +3.2% | -0.3% | +3.5% | -0.2% |
| 6M | +157.0% | -11.0% | +167.9% | +169.0% |
| YTD | +229.2% | -19.2% | +248.4% | +265.7% |
| 1Y | +381.8% | -21.2% | +403.1% | +448.6% |
| 3Y | +1,383.2% | +18.6% | +1,364.6% | +1,302.6% |
| All | +1,383.2% | +18.1% | +1,365.1% | +1,302.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling