+7,992.5%
STX vs XYL
+416.3%
+7,576.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.5% | +8.3% | +9.1% |
| 7D | -14.8% | +2.1% | -16.8% | -15.8% |
| 30D | -35.4% | -3.4% | -32.0% | -35.6% |
| 3M | -37.7% | -17.2% | -20.5% | -33.0% |
| 6M | -35.2% | -12.0% | -23.2% | -33.6% |
| YTD | +84.4% | -26.3% | +110.7% | +107.7% |
| 1Y | +82.3% | -33.5% | +115.7% | +117.5% |
| 3Y | +646.2% | +6.4% | +639.8% | +592.7% |
| 5Y | +487.4% | -20.9% | +508.3% | +520.0% |
| 10Y | +2,071.0% | +120.8% | +1,950.2% | +1,176.1% |
| All | +7,992.5% | +416.3% | +7,576.2% | +3,049.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling