-24.5%
XYL vs SM
+37.6%
-62.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -2.2% |
| 7D | -5.0% | +0.1% | -5.1% | -5.0% |
| 30D | -13.2% | +26.3% | -39.5% | -11.8% |
| 3M | -3.7% | +8.7% | -12.4% | -2.7% |
| 6M | -17.7% | +51.7% | -69.4% | -16.7% |
| YTD | -21.5% | +99.0% | -120.6% | -21.2% |
| 1Y | -24.5% | +34.6% | -59.1% | -24.1% |
| All | -24.5% | +37.6% | -62.1% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling