+312.6%
SPYM vs XLB
+164.1%
+148.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.6% |
| 7D | +3.3% | 0.0% | +3.3% | +3.3% |
| 30D | -2.6% | +5.3% | -7.9% | -6.2% |
| 3M | -1.7% | 0.0% | -1.7% | -1.9% |
| 6M | +3.1% | +1.2% | +1.9% | +1.6% |
| YTD | +12.0% | +16.9% | -4.9% | -1.2% |
| 1Y | +12.1% | +20.9% | -8.8% | -3.6% |
| 3Y | +78.5% | +43.3% | +35.2% | +33.9% |
| 5Y | +73.8% | +28.3% | +45.5% | +40.6% |
| All | +312.6% | +164.1% | +148.5% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 10y: compounded portfolio wealth divided by compounded XLB 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…
10y analysis · Full analysis span regression · 6 months rolling