-14.3%
XYL vs S
-72.3%
+58.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.3% | +5.2% | +3.2% |
| 7D | +1.8% | -5.8% | +7.6% | +2.6% |
| 30D | -9.2% | -9.2% | 0.0% | -8.3% |
| 3M | -0.3% | +23.4% | -23.6% | -3.5% |
| 6M | -11.0% | +36.9% | -47.9% | -15.6% |
| YTD | -19.2% | +29.5% | -48.7% | -23.0% |
| 1Y | -21.2% | +5.4% | -26.6% | -23.0% |
| 3Y | +18.6% | +14.7% | +3.9% | +11.2% |
| 5Y | -14.3% | -71.5% | +57.2% | -10.2% |
| All | -14.3% | -72.3% | +58.0% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling