+727.5%
SPYM vs XYL
+466.0%
+261.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.5% | -1.8% |
| 7D | +0.6% | +1.8% | -1.2% | -0.2% |
| 30D | -0.9% | -9.2% | +8.3% | +2.9% |
| 3M | +3.9% | -0.3% | +4.2% | +3.5% |
| 6M | +14.5% | -11.0% | +25.5% | +19.2% |
| YTD | +13.0% | -19.2% | +32.2% | +21.9% |
| 1Y | +19.4% | -21.2% | +40.6% | +30.1% |
| 3Y | +78.9% | +18.6% | +60.3% | +61.8% |
| 5Y | +82.3% | -14.3% | +96.6% | +84.4% |
| 10Y | +314.7% | +141.0% | +173.7% | +179.3% |
| All | +727.5% | +466.0% | +261.5% | +336.4% |
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