+18.6%
XYL vs SFM
+96.9%
-78.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -6.5% | +9.5% | +3.2% |
| 7D | +1.8% | -5.8% | +7.6% | +2.0% |
| 30D | -9.2% | -11.4% | +2.1% | -8.8% |
| 3M | -0.3% | -12.2% | +11.9% | +0.2% |
| 6M | -11.0% | -5.2% | -5.8% | -11.2% |
| YTD | -19.2% | -4.5% | -14.7% | -19.6% |
| 1Y | -21.2% | -45.4% | +24.2% | -18.2% |
| 3Y | +18.6% | +91.1% | -72.5% | +9.5% |
| All | +18.6% | +96.9% | -78.3% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling