+76.8%
SPYM vs XLC
+70.4%
+6.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | 0.0% |
| 7D | -0.4% | -1.4% | +1.1% | +0.6% |
| 30D | -1.4% | -0.9% | -0.5% | -0.9% |
| 3M | +3.7% | -0.3% | +4.1% | +3.6% |
| 6M | +13.0% | -5.2% | +18.2% | +17.1% |
| YTD | +12.5% | -5.3% | +17.8% | +16.5% |
| 1Y | +18.6% | -2.8% | +21.4% | +20.3% |
| All | +76.8% | +70.4% | +6.4% | +22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling