+372.8%
XLE vs SPYM
+789.7%
-416.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.3% |
| 7D | -12.0% | -2.7% | -9.3% | -9.7% |
| 30D | -2.7% | -5.4% | +2.6% | +2.5% |
| 3M | +6.6% | -4.1% | +10.6% | +10.6% |
| 6M | +9.5% | +0.8% | +8.8% | +7.1% |
| YTD | +40.6% | +8.8% | +31.8% | +25.6% |
| 1Y | +43.6% | +11.0% | +32.6% | +25.4% |
| 3Y | +58.1% | +75.5% | -17.4% | -17.1% |
| 5Y | +152.2% | +68.4% | +83.8% | +34.6% |
| 10Y | +172.9% | +316.1% | -143.1% | -45.7% |
| All | +372.8% | +789.7% | -416.8% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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