+13,468.0%
STX vs XYL
+449.8%
+13,018.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.0% | +8.4% | +7.4% |
| 7D | +2.4% | -5.0% | +7.4% | +5.1% |
| 30D | +1.4% | -13.2% | +14.6% | +8.9% |
| 3M | -8.2% | -3.7% | -4.5% | -8.1% |
| 6M | +127.0% | -17.7% | +144.7% | +147.9% |
| YTD | +209.1% | -21.5% | +230.7% | +244.9% |
| 1Y | +365.4% | -24.5% | +389.9% | +431.9% |
| 3Y | +1,135.4% | +6.9% | +1,128.4% | +1,069.2% |
| 5Y | +991.5% | -18.1% | +1,009.6% | +1,056.3% |
| 10Y | +3,695.8% | +134.7% | +3,561.1% | +2,109.8% |
| All | +13,468.0% | +449.8% | +13,018.2% | +5,130.7% |
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