+388.1%
XYL vs SPY
+711.2%
-323.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.1% |
| 7D | +0.6% | -0.6% | +1.2% | +1.1% |
| 30D | -5.7% | -3.7% | -2.0% | -2.4% |
| 3M | -19.8% | -2.7% | -17.0% | -17.8% |
| 6M | -14.2% | +2.2% | -16.4% | -16.7% |
| YTD | -28.1% | +10.8% | -38.9% | -35.9% |
| 1Y | -35.0% | +11.2% | -46.2% | -42.3% |
| 3Y | +2.1% | +76.5% | -74.4% | -44.9% |
| 5Y | -22.1% | +72.9% | -95.0% | -56.9% |
| 10Y | +107.0% | +304.8% | -197.9% | -53.0% |
| All | +388.1% | +711.2% | -323.1% | -36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling