+211.9%
SPYM vs XLC
+137.2%
+74.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -1.2% |
| 7D | +2.6% | +3.7% | -1.2% | -0.2% |
| 30D | -2.0% | -1.9% | -0.1% | -0.7% |
| 3M | -2.8% | -3.1% | +0.3% | -0.9% |
| 6M | +2.2% | -6.4% | +8.5% | +6.5% |
| YTD | +11.5% | -6.8% | +18.4% | +16.5% |
| 1Y | +13.5% | -1.7% | +15.2% | +13.8% |
| 3Y | +78.0% | +64.7% | +13.3% | +20.5% |
| 5Y | +73.1% | +41.1% | +32.1% | +30.9% |
| All | +211.9% | +137.2% | +74.7% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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