+141.9%
XYL vs SFM
+268.6%
-126.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | -1.2% | -8.8% | +7.5% | -0.3% |
| 30D | -13.2% | -14.5% | +1.3% | -11.7% |
| 3M | -0.2% | -16.8% | +16.7% | +1.6% |
| 6M | -12.5% | -5.3% | -7.1% | -12.8% |
| YTD | -20.9% | -9.4% | -11.5% | -20.9% |
| 1Y | -21.6% | -46.2% | +24.6% | -16.4% |
| 3Y | +16.1% | +81.3% | -65.1% | +1.6% |
| 5Y | -15.6% | +211.9% | -227.5% | -33.2% |
| All | +141.9% | +268.6% | -126.7% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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