+18.6%
XYL vs SM
-2.8%
+21.4%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.6% | -0.7% | +2.7% |
| 7D | +1.8% | -0.2% | +1.9% | +1.8% |
| 30D | -9.2% | +31.5% | -40.7% | -11.3% |
| 3M | -0.3% | +17.3% | -17.6% | -1.9% |
| 6M | -11.0% | +48.5% | -59.5% | -15.5% |
| YTD | -19.2% | +106.3% | -125.5% | -27.1% |
| 1Y | -21.2% | +47.3% | -68.5% | -25.4% |
| 3Y | +18.6% | -1.4% | +20.0% | +14.4% |
| All | +18.6% | -2.8% | +21.4% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling