-31.5%
XYL vs SNY
+2.7%
-34.3%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.7% | +0.2% | +3.4% |
| 7D | +14.5% | +12.4% | +2.1% | +10.8% |
| 30D | -1.3% | +20.1% | -21.5% | -6.3% |
| 3M | -17.0% | +11.2% | -28.2% | -19.6% |
| 6M | -11.3% | +9.5% | -20.8% | -13.6% |
| YTD | -25.0% | +3.4% | -28.4% | -27.1% |
| 1Y | -31.5% | +2.0% | -33.6% | -33.5% |
| All | -31.5% | +2.7% | -34.3% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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