-14.5%
XYL vs SPY
+81.0%
-95.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.6% |
| 7D | +0.8% | -0.4% | +1.2% | +1.2% |
| 30D | -10.8% | -1.4% | -9.5% | -9.6% |
| 3M | -2.5% | +3.7% | -6.2% | -6.1% |
| 6M | -12.2% | +13.0% | -25.2% | -22.5% |
| YTD | -20.1% | +12.4% | -32.5% | -29.0% |
| 1Y | -20.6% | +18.5% | -39.2% | -33.3% |
| 3Y | +17.3% | +77.6% | -60.3% | -35.9% |
| 5Y | -14.5% | +81.7% | -96.2% | -54.2% |
| All | -14.5% | +81.0% | -95.5% | -54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling