-14.3%
XYL vs SAN
+381.9%
-396.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.4% | +3.1% |
| 7D | +1.8% | +3.3% | -1.5% | +0.8% |
| 30D | -9.2% | +1.1% | -10.3% | -9.5% |
| 3M | -0.3% | +22.2% | -22.5% | -6.1% |
| 6M | -11.0% | +36.0% | -47.0% | -19.0% |
| YTD | -19.2% | +28.2% | -47.5% | -25.6% |
| 1Y | -21.2% | +54.1% | -75.3% | -31.3% |
| 3Y | +18.6% | +354.2% | -335.6% | -26.7% |
| 5Y | -14.3% | +387.3% | -401.6% | -51.9% |
| All | -14.3% | +381.9% | -396.3% | -51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling