+400.3%
XYL vs SM
-50.2%
+450.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +1.7% |
| 7D | +2.1% | -22.3% | +24.3% | +4.3% |
| 30D | -3.4% | -21.4% | +18.0% | -1.4% |
| 3M | -17.2% | +1.4% | -18.5% | -17.8% |
| 6M | -12.0% | +0.1% | -12.2% | -13.0% |
| YTD | -26.3% | +59.0% | -85.3% | -30.9% |
| 1Y | -33.5% | +64.3% | -97.8% | -38.0% |
| 3Y | +6.4% | -13.1% | +19.5% | +4.0% |
| 5Y | -20.9% | -13.9% | -7.0% | -24.7% |
| 10Y | +120.8% | +1.7% | +119.2% | +67.7% |
| All | +400.3% | -50.2% | +450.6% | +302.8% |
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