+374.7%
XYL vs SPY
+716.0%
-341.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.5% |
| 7D | -3.7% | +2.6% | -6.3% | -6.3% |
| 30D | -8.3% | -2.0% | -6.4% | -6.9% |
| 3M | -21.4% | -2.8% | -18.6% | -19.5% |
| 6M | -12.9% | +2.1% | -15.1% | -15.5% |
| YTD | -30.1% | +11.5% | -41.6% | -38.1% |
| 1Y | -35.2% | +13.5% | -48.6% | -43.6% |
| 3Y | -0.8% | +77.7% | -78.5% | -46.8% |
| 5Y | -23.2% | +72.6% | -95.8% | -57.4% |
| 10Y | +101.2% | +308.2% | -206.9% | -54.7% |
| All | +374.7% | +716.0% | -341.3% | -38.9% |
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