+819.0%
SPYM vs XEL
+798.4%
+20.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | -0.4% | +0.9% | -1.3% | -0.7% |
| 30D | -1.4% | -0.9% | -0.5% | -1.1% |
| 3M | +3.7% | -1.4% | +5.2% | +4.1% |
| 6M | +13.0% | -5.8% | +18.9% | +15.1% |
| YTD | +12.5% | +4.7% | +7.8% | +9.4% |
| 1Y | +18.6% | +9.1% | +9.6% | +13.0% |
| 3Y | +78.0% | +47.8% | +30.2% | +45.1% |
| 5Y | +82.3% | +29.0% | +53.3% | +56.1% |
| 10Y | +322.9% | +154.0% | +168.8% | +156.8% |
| All | +819.0% | +798.4% | +20.5% | +201.2% |
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