+374.0%
XYL vs SM
-43.9%
+417.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.2% | -6.3% | -1.6% |
| 7D | -6.0% | +10.6% | -16.6% | -7.0% |
| 30D | -8.3% | -15.0% | +6.7% | -7.2% |
| 3M | -22.6% | +1.7% | -24.3% | -23.1% |
| 6M | -15.0% | +5.9% | -20.9% | -16.5% |
| YTD | -30.2% | +79.0% | -109.2% | -35.3% |
| 1Y | -36.4% | +84.7% | -121.0% | -41.3% |
| 3Y | -0.9% | -3.5% | +2.6% | -4.2% |
| 5Y | -23.4% | +4.9% | -28.3% | -28.4% |
| 10Y | +100.9% | +17.7% | +83.2% | +50.3% |
| All | +374.0% | -43.9% | +417.9% | +277.1% |
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