+141.9%
XYL vs SPY
+318.9%
-177.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.4% |
| 7D | -1.2% | -2.0% | +0.7% | +0.8% |
| 30D | -13.2% | -1.7% | -11.5% | -11.6% |
| 3M | -0.2% | +4.7% | -4.9% | -5.1% |
| 6M | -12.5% | +12.5% | -25.0% | -23.0% |
| YTD | -20.9% | +11.7% | -32.6% | -29.8% |
| 1Y | -21.6% | +17.5% | -39.0% | -34.1% |
| 3Y | +16.1% | +76.6% | -60.4% | -37.5% |
| 5Y | -15.6% | +82.0% | -97.6% | -55.9% |
| All | +141.9% | +318.9% | -177.0% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling