+951.7%
XLB vs SPYG
+564.9%
+386.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -1.4% | +0.4% | -1.8% | -1.7% |
| 30D | -0.4% | -0.4% | +0.1% | -0.1% |
| 3M | +2.0% | +0.5% | +1.4% | +1.0% |
| 6M | +1.8% | +17.5% | -15.6% | -10.7% |
| YTD | +16.6% | +14.3% | +2.2% | +4.1% |
| 1Y | +16.9% | +21.7% | -4.8% | -0.8% |
| 3Y | +32.6% | +98.6% | -66.1% | -25.2% |
| 5Y | +35.6% | +85.1% | -49.5% | -20.6% |
| 10Y | +160.0% | +412.0% | -252.0% | -33.3% |
| All | +951.7% | +564.9% | +386.8% | +47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling