-13.9%
XYL vs S
-49.1%
+35.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.4% |
| 7D | +0.6% | +1.4% | -0.8% | +0.4% |
| 30D | -5.7% | -10.8% | +5.1% | -4.7% |
| 3M | -19.8% | +5.4% | -25.2% | -20.9% |
| 6M | -14.2% | +41.2% | -55.4% | -18.8% |
| YTD | -28.1% | +56.2% | -84.3% | -33.3% |
| 1Y | -35.0% | +36.3% | -71.3% | -38.7% |
| 3Y | +2.1% | +49.4% | -47.3% | -7.4% |
| 5Y | -22.1% | -66.9% | +44.8% | -21.8% |
| All | -13.9% | -49.1% | +35.1% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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