+318.0%
SPYM vs XYZ
+610.4%
-292.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | -0.8% | -4.3% | +3.5% | +0.1% |
| 30D | -1.1% | +1.2% | -2.3% | -1.4% |
| 3M | +3.9% | +14.6% | -10.8% | +0.8% |
| 6M | +13.6% | +22.6% | -8.9% | +8.4% |
| YTD | +12.7% | +21.7% | -9.0% | +7.0% |
| 1Y | +17.6% | +6.7% | +10.9% | +14.0% |
| 3Y | +77.2% | +46.8% | +30.4% | +53.8% |
| 5Y | +84.1% | -68.0% | +152.2% | +100.0% |
| All | +318.0% | +610.4% | -292.4% | +162.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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