-22.3%
XYL vs SPY
+74.6%
-97.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -3.0% |
| 7D | -5.9% | -0.9% | -5.0% | -5.2% |
| 30D | -7.3% | -2.4% | -4.9% | -5.5% |
| 3M | -22.5% | -1.2% | -21.3% | -22.0% |
| 6M | -14.4% | +3.3% | -17.7% | -17.7% |
| YTD | -29.4% | +12.3% | -41.7% | -37.5% |
| 1Y | -35.6% | +12.4% | -48.1% | -43.1% |
| 3Y | +0.3% | +78.8% | -78.5% | -45.7% |
| 5Y | -22.3% | +75.2% | -97.5% | -56.5% |
| All | -22.3% | +74.6% | -97.0% | -56.5% |
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