-13.1%
XYL vs S
-52.7%
+39.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.9% | -2.4% |
| 7D | +5.9% | -13.4% | +19.3% | +7.6% |
| 30D | -3.9% | -14.0% | +10.1% | -2.5% |
| 3M | -18.7% | +4.9% | -23.5% | -19.8% |
| 6M | -16.9% | +42.0% | -58.9% | -21.4% |
| YTD | -27.4% | +45.1% | -72.5% | -32.0% |
| 1Y | -34.0% | +33.1% | -67.1% | -37.6% |
| 3Y | +5.6% | +40.6% | -35.0% | -3.6% |
| 5Y | -20.6% | -67.5% | +46.9% | -19.7% |
| All | -13.1% | -52.7% | +39.6% | -12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling