+432.8%
XYL vs SAN
+287.8%
+145.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | -5.0% | +1.8% | -6.8% | -5.6% |
| 30D | -13.2% | +2.0% | -15.2% | -13.8% |
| 3M | -3.7% | +19.7% | -23.4% | -9.7% |
| 6M | -17.7% | +30.6% | -48.3% | -25.4% |
| YTD | -21.5% | +28.8% | -50.4% | -28.9% |
| 1Y | -24.5% | +57.8% | -82.3% | -36.2% |
| 3Y | +6.9% | +338.1% | -331.2% | -38.0% |
| 5Y | -18.1% | +384.2% | -402.3% | -55.8% |
| 10Y | +134.7% | +353.1% | -218.4% | +20.4% |
| All | +432.8% | +287.8% | +145.0% | +178.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling