+150.2%
XYL vs SM
+16.0%
+134.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.1% |
| 7D | +0.8% | -0.2% | +1.1% | +0.9% |
| 30D | -10.8% | +20.3% | -31.1% | -12.3% |
| 3M | -2.5% | +22.9% | -25.5% | -4.7% |
| 6M | -12.2% | +47.8% | -60.0% | -16.0% |
| YTD | -20.1% | +107.5% | -127.5% | -26.1% |
| 1Y | -20.6% | +51.7% | -72.4% | -24.7% |
| 3Y | +17.3% | -0.9% | +18.2% | +13.9% |
| 5Y | -14.5% | +112.2% | -126.7% | -24.1% |
| 10Y | +150.2% | +20.3% | +129.9% | +93.9% |
| All | +150.2% | +16.0% | +134.2% | +93.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling