+487.4%
STX vs XYL
-20.5%
+507.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.5% | +8.3% | +9.2% |
| 7D | -14.8% | +2.1% | -16.8% | -15.6% |
| 30D | -35.4% | -3.4% | -32.0% | -35.5% |
| 3M | -37.7% | -17.2% | -20.5% | -32.9% |
| 6M | -35.2% | -12.0% | -23.2% | -33.9% |
| YTD | +84.4% | -26.3% | +110.7% | +108.5% |
| 1Y | +82.3% | -33.5% | +115.7% | +119.6% |
| 3Y | +646.2% | +6.4% | +639.8% | +593.6% |
| 5Y | +487.4% | -20.9% | +508.3% | +480.0% |
| All | +487.4% | -20.5% | +507.9% | +480.0% |
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