+338.3%
SU vs XYL
-16.2%
+354.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +2.2% | +1.2% | +1.0% | +1.9% |
| 30D | +8.4% | -11.9% | +20.4% | +11.7% |
| 3M | +12.1% | -1.5% | +13.6% | +11.8% |
| 6M | +19.7% | -11.9% | +31.6% | +22.6% |
| YTD | +58.4% | -20.6% | +79.0% | +66.6% |
| 1Y | +67.2% | -23.5% | +90.7% | +77.7% |
| 3Y | +125.0% | +14.9% | +110.2% | +105.5% |
| All | +338.3% | -16.2% | +354.5% | +381.9% |
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