+374.0%
XYL vs SAN
+219.0%
+155.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.2% |
| 7D | -6.0% | +1.0% | -7.0% | -6.4% |
| 30D | -8.3% | -9.4% | +1.1% | -5.4% |
| 3M | -22.6% | -17.1% | -5.5% | -17.9% |
| 6M | -15.0% | +2.2% | -17.2% | -16.4% |
| YTD | -30.2% | +6.0% | -36.2% | -32.7% |
| 1Y | -36.4% | +12.7% | -49.1% | -40.0% |
| 3Y | -0.9% | +242.1% | -243.0% | -37.6% |
| 5Y | -23.4% | +293.6% | -317.0% | -55.7% |
| 10Y | +100.9% | +266.1% | -165.2% | +10.3% |
| All | +374.0% | +219.0% | +155.0% | +163.8% |
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