+82.3%
SPYM vs XYL
-15.4%
+97.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | 0.0% |
| 7D | -0.4% | +0.8% | -1.2% | -0.7% |
| 30D | -1.4% | -10.8% | +9.5% | +3.3% |
| 3M | +3.7% | -2.5% | +6.3% | +4.2% |
| 6M | +13.0% | -12.2% | +25.2% | +18.4% |
| YTD | +12.5% | -20.1% | +32.5% | +22.1% |
| 1Y | +18.6% | -20.6% | +39.3% | +29.1% |
| 3Y | +78.0% | +17.3% | +60.7% | +58.7% |
| 5Y | +82.3% | -14.5% | +96.8% | +75.1% |
| All | +82.3% | -15.4% | +97.8% | +75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling