+432.8%
XYL vs SM
-37.7%
+470.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.8% |
| 7D | -5.0% | +0.1% | -5.1% | -5.1% |
| 30D | -13.2% | +26.3% | -39.5% | -15.3% |
| 3M | -3.7% | +8.7% | -12.4% | -5.0% |
| 6M | -17.7% | +51.7% | -69.4% | -21.9% |
| YTD | -21.5% | +99.0% | -120.6% | -27.7% |
| 1Y | -24.5% | +34.6% | -59.1% | -27.9% |
| 3Y | +6.9% | -7.8% | +14.7% | +4.2% |
| 5Y | -18.1% | +104.8% | -122.9% | -28.2% |
| 10Y | +134.7% | +7.2% | +127.5% | +78.4% |
| All | +432.8% | -37.7% | +470.4% | +321.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling