-31.5%
XYL vs SAN
+23.5%
-55.0%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.4% | -1.5% | +3.3% |
| 7D | +14.5% | +4.5% | +10.0% | +13.2% |
| 30D | -1.3% | -12.1% | +10.8% | +1.4% |
| 3M | -17.0% | -15.6% | -1.4% | -14.0% |
| 6M | -11.3% | +5.8% | -17.1% | -13.6% |
| YTD | -25.0% | +5.5% | -30.4% | -28.0% |
| 1Y | -31.5% | +23.6% | -55.1% | -37.2% |
| All | -31.5% | +23.5% | -55.0% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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