+82.6%
SPYM vs XEL
+27.8%
+54.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -2.0% | -1.2% | -0.8% | -1.7% |
| 30D | -1.6% | -2.9% | +1.3% | -1.0% |
| 3M | +4.7% | -2.7% | +7.5% | +5.2% |
| 6M | +12.6% | -6.5% | +19.1% | +13.9% |
| YTD | +11.8% | +3.6% | +8.2% | +10.3% |
| 1Y | +17.5% | +7.5% | +10.0% | +14.6% |
| 3Y | +77.0% | +46.3% | +30.6% | +56.6% |
| 5Y | +82.6% | +30.5% | +52.1% | +70.0% |
| All | +82.6% | +27.8% | +54.8% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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