+316.9%
SPYM vs XYL
+150.5%
+166.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | -1.0% | +1.2% | -2.2% | -1.6% |
| 30D | -1.3% | -11.9% | +10.6% | +4.4% |
| 3M | +3.6% | -1.5% | +5.1% | +3.7% |
| 6M | +13.3% | -11.9% | +25.2% | +19.0% |
| YTD | +12.4% | -20.6% | +33.0% | +23.2% |
| 1Y | +17.3% | -23.5% | +40.8% | +30.7% |
| 3Y | +76.8% | +14.9% | +61.9% | +59.4% |
| 5Y | +83.6% | -15.3% | +98.9% | +86.6% |
| All | +316.9% | +150.5% | +166.5% | +168.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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