+86.2%
SU vs XYL
-30.7%
+116.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.0% | -9.5% | -4.0% |
| 7D | -7.1% | +14.5% | -21.6% | -6.1% |
| 30D | +4.8% | -1.3% | +6.1% | +5.8% |
| 3M | +12.5% | -17.0% | +29.5% | +10.9% |
| 6M | +6.5% | -11.3% | +17.8% | +6.1% |
| YTD | +65.8% | -25.0% | +90.8% | +65.4% |
| 1Y | +86.2% | -31.5% | +117.7% | +87.4% |
| All | +86.2% | -30.7% | +116.8% | +87.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling