+35.0%
XLB vs SPYG
+83.9%
-48.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.8% |
| 7D | -2.9% | +0.3% | -3.3% | -3.1% |
| 30D | -3.4% | -1.7% | -1.7% | -2.4% |
| 3M | +1.6% | +3.6% | -2.0% | -0.8% |
| 6M | +3.6% | +16.6% | -13.0% | -5.9% |
| YTD | +14.2% | +13.4% | +0.9% | +5.4% |
| 1Y | +15.6% | +19.6% | -4.0% | +3.0% |
| 3Y | +33.1% | +99.8% | -66.7% | -16.5% |
| 5Y | +35.0% | +85.0% | -49.9% | -15.5% |
| All | +35.0% | +83.9% | -48.8% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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