+398.6%
XYL vs SFM
+132.6%
+266.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.9% | -2.4% |
| 7D | -5.0% | -0.1% | -5.0% | -5.1% |
| 30D | -13.2% | -4.4% | -8.8% | -12.8% |
| 3M | -3.7% | +1.5% | -5.2% | -4.3% |
| 6M | -17.7% | +6.5% | -24.2% | -19.1% |
| YTD | -21.5% | +2.2% | -23.7% | -22.6% |
| 1Y | -24.5% | -41.9% | +17.4% | -20.1% |
| 3Y | +6.9% | +106.8% | -99.8% | -7.7% |
| 5Y | -18.1% | +231.6% | -249.6% | -35.4% |
| 10Y | +134.7% | +258.4% | -123.7% | +73.3% |
| All | +398.6% | +132.6% | +266.0% | +289.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling