+288.2%
SU vs XYL
+454.2%
-166.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.4% |
| 7D | +1.7% | -1.2% | +2.9% | +2.2% |
| 30D | +9.6% | -13.2% | +22.8% | +17.0% |
| 3M | +11.7% | -0.2% | +11.9% | +10.6% |
| 6M | +21.9% | -12.5% | +34.4% | +27.9% |
| YTD | +58.6% | -20.9% | +79.5% | +73.7% |
| 1Y | +66.5% | -21.6% | +88.1% | +82.6% |
| 3Y | +121.4% | +16.1% | +105.3% | +90.9% |
| 5Y | +355.7% | -15.6% | +371.3% | +355.5% |
| 10Y | +264.2% | +147.7% | +116.5% | +96.3% |
| All | +288.2% | +454.2% | -166.1% | +37.0% |
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 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