+141.9%
XYL vs SAN
+347.0%
-205.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -1.2% | -2.8% | +1.5% | -0.2% |
| 30D | -13.2% | -0.5% | -12.6% | -13.0% |
| 3M | -0.2% | +22.7% | -22.9% | -7.8% |
| 6M | -12.5% | +28.8% | -41.3% | -21.0% |
| YTD | -20.9% | +26.3% | -47.1% | -28.5% |
| 1Y | -21.6% | +48.8% | -70.4% | -33.5% |
| 3Y | +16.1% | +347.2% | -331.1% | -37.5% |
| 5Y | -15.6% | +383.8% | -399.4% | -58.0% |
| All | +141.9% | +347.0% | -205.1% | +15.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling