+103.2%
XYL vs SAN
+275.0%
-171.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.1% | -1.6% |
| 7D | -5.9% | +3.4% | -9.3% | -7.1% |
| 30D | -7.3% | -6.3% | -1.0% | -5.3% |
| 3M | -22.5% | -14.1% | -8.4% | -18.4% |
| 6M | -14.4% | +4.2% | -18.6% | -16.5% |
| YTD | -29.4% | +9.0% | -38.4% | -33.0% |
| 1Y | -35.6% | +18.8% | -54.4% | -40.9% |
| 3Y | +0.3% | +252.0% | -251.8% | -41.3% |
| 5Y | -22.3% | +299.5% | -321.8% | -58.5% |
| 10Y | +103.2% | +276.7% | -173.4% | +1.2% |
| All | +103.2% | +275.0% | -171.8% | +1.2% |
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