-4.3%
XYL vs S
-57.7%
+53.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.1% | -1.1% |
| 7D | +0.8% | -1.2% | +2.1% | +1.0% |
| 30D | -10.8% | -12.6% | +1.7% | -9.6% |
| 3M | -2.5% | +27.6% | -30.1% | -5.9% |
| 6M | -12.2% | +35.5% | -47.7% | -16.4% |
| YTD | -20.1% | +29.6% | -49.7% | -23.7% |
| 1Y | -20.6% | +8.1% | -28.8% | -22.6% |
| 3Y | +17.3% | +14.8% | +2.6% | +10.5% |
| 5Y | -14.5% | -70.6% | +56.1% | -12.4% |
| All | -4.3% | -57.7% | +53.4% | -2.0% |
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