-20.6%
XYL vs S
+5.0%
-25.7%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.1% | -1.1% |
| 7D | +0.8% | -1.2% | +2.1% | +0.9% |
| 30D | -10.8% | -12.6% | +1.7% | -10.4% |
| 3M | -2.5% | +27.6% | -30.1% | -3.2% |
| 6M | -12.2% | +35.5% | -47.7% | -13.2% |
| YTD | -20.1% | +29.6% | -49.7% | -20.9% |
| 1Y | -20.6% | +8.1% | -28.8% | -19.6% |
| All | -20.6% | +5.0% | -25.7% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling