-14.2%
XYL vs SNY
+9.4%
-23.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +1.2% | -3.3% | +4.5% | +1.9% |
| 30D | -11.9% | -2.2% | -9.8% | -11.6% |
| 3M | -1.5% | -3.0% | +1.5% | -1.0% |
| 6M | -11.9% | +2.7% | -14.6% | -12.5% |
| YTD | -20.6% | -6.8% | -13.7% | -19.7% |
| 1Y | -23.5% | -5.3% | -18.3% | -23.0% |
| 3Y | +14.9% | -9.8% | +24.6% | +15.0% |
| All | -14.2% | +9.4% | -23.7% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling