+21.8%
SU vs XYL
-9.8%
+31.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.7% | +1.4% |
| 7D | +1.6% | +0.8% | +0.7% | +1.8% |
| 30D | +10.7% | -10.8% | +21.6% | +7.5% |
| 3M | +13.5% | -2.5% | +16.0% | +12.6% |
| 6M | +21.8% | -12.2% | +34.0% | +21.0% |
| All | +21.8% | -9.8% | +31.6% | +21.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling