+823.3%
SPYM vs XEL
+806.6%
+16.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.2% |
| 7D | +0.6% | +1.3% | -0.7% | 0.0% |
| 30D | -0.9% | -1.5% | +0.6% | -0.4% |
| 3M | +3.9% | -0.2% | +4.1% | +3.7% |
| 6M | +14.5% | -5.4% | +20.0% | +16.5% |
| YTD | +13.0% | +5.6% | +7.3% | +9.5% |
| 1Y | +19.4% | +10.5% | +9.0% | +13.2% |
| 3Y | +78.9% | +49.2% | +29.7% | +45.2% |
| 5Y | +82.3% | +30.1% | +52.2% | +55.6% |
| 10Y | +314.7% | +146.7% | +168.0% | +155.7% |
| All | +823.3% | +806.6% | +16.7% | +201.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling