+265.2%
SU vs XYL
+150.5%
+114.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | +2.2% | +1.2% | +1.0% | +1.6% |
| 30D | +8.4% | -11.9% | +20.4% | +14.7% |
| 3M | +12.1% | -1.5% | +13.6% | +11.7% |
| 6M | +19.7% | -11.9% | +31.6% | +24.9% |
| YTD | +58.4% | -20.6% | +79.0% | +72.8% |
| 1Y | +67.2% | -23.5% | +90.7% | +85.5% |
| 3Y | +125.0% | +14.9% | +110.2% | +94.4% |
| 5Y | +355.1% | -15.3% | +370.4% | +357.9% |
| All | +265.2% | +150.5% | +114.7% | +119.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling