+14.6%
XYL vs S
+16.9%
-2.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -5.0% | -7.7% | +2.7% | -4.1% |
| 30D | -13.2% | -5.3% | -7.9% | -12.8% |
| 3M | -3.7% | +20.3% | -24.0% | -6.3% |
| 6M | -17.7% | +47.4% | -65.1% | -22.7% |
| YTD | -21.5% | +32.5% | -54.1% | -25.3% |
| 1Y | -24.5% | +9.5% | -34.0% | -26.3% |
| All | +14.6% | +16.9% | -2.3% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling