-14.5%
XYL vs SFM
+217.9%
-232.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.9% | -0.7% |
| 7D | +0.8% | -7.2% | +8.0% | +1.4% |
| 30D | -10.8% | -14.3% | +3.5% | -9.7% |
| 3M | -2.5% | -13.7% | +11.2% | -1.6% |
| 6M | -12.2% | -6.0% | -6.2% | -12.4% |
| YTD | -20.1% | -8.2% | -11.8% | -20.2% |
| 1Y | -20.6% | -46.2% | +25.6% | -15.9% |
| 3Y | +17.3% | +83.6% | -66.2% | +1.6% |
| 5Y | -14.5% | +212.7% | -227.2% | -29.2% |
| All | -14.5% | +217.9% | -232.4% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling