+432.8%
XYL vs SPY
+731.1%
-298.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.6% |
| 7D | -5.0% | +0.1% | -5.2% | -5.1% |
| 30D | -13.2% | +0.1% | -13.3% | -13.2% |
| 3M | -3.7% | +2.0% | -5.7% | -5.9% |
| 6M | -17.7% | +13.0% | -30.7% | -27.8% |
| YTD | -21.5% | +13.5% | -35.1% | -31.4% |
| 1Y | -24.5% | +20.0% | -44.5% | -37.8% |
| 3Y | +6.9% | +77.2% | -70.2% | -42.2% |
| 5Y | -18.1% | +81.9% | -100.0% | -56.7% |
| 10Y | +134.7% | +314.1% | -179.3% | -47.6% |
| All | +432.8% | +731.1% | -298.3% | -32.4% |
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