+1,077.4%
STX vs XYL
-15.4%
+1,092.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -1.0% | -1.5% |
| 7D | +9.6% | +0.8% | +8.7% | +9.1% |
| 30D | +10.6% | -10.8% | +21.4% | +17.2% |
| 3M | +4.8% | -2.5% | +7.3% | +3.8% |
| 6M | +137.3% | -12.2% | +149.4% | +150.0% |
| YTD | +222.5% | -20.1% | +242.6% | +257.5% |
| 1Y | +366.2% | -20.6% | +386.9% | +421.4% |
| 3Y | +1,352.9% | +17.3% | +1,335.6% | +1,212.3% |
| 5Y | +1,077.4% | -14.5% | +1,091.9% | +1,050.5% |
| All | +1,077.4% | -15.4% | +1,092.9% | +1,050.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling