+716.9%
SPYM vs XYL
+389.9%
+327.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +2.6% | -3.7% | +6.3% | +4.1% |
| 30D | -2.0% | -8.3% | +6.3% | +0.4% |
| 3M | -2.8% | -21.4% | +18.6% | +5.9% |
| 6M | +2.2% | -12.9% | +15.1% | +6.2% |
| YTD | +11.5% | -30.1% | +41.6% | +26.1% |
| 1Y | +13.5% | -35.2% | +48.7% | +32.4% |
| 3Y | +78.0% | -0.8% | +78.8% | +71.5% |
| 5Y | +73.1% | -23.2% | +96.4% | +81.2% |
| 10Y | +310.9% | +101.2% | +209.6% | +193.3% |
| All | +716.9% | +389.9% | +327.0% | +351.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling