-21.6%
XYL vs SM
+51.5%
-73.0%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | -1.2% | +2.1% | -3.4% | -1.1% |
| 30D | -13.2% | +18.1% | -31.3% | -12.1% |
| 3M | -0.2% | +17.0% | -17.1% | +1.3% |
| 6M | -12.5% | +55.4% | -67.9% | -10.9% |
| YTD | -20.9% | +108.6% | -129.4% | -19.8% |
| 1Y | -21.6% | +45.7% | -67.2% | -21.0% |
| All | -21.6% | +51.5% | -73.0% | -21.0% |
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