+248.8%
XLF vs SPYM
+325.3%
-76.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | -0.2% |
| 7D | -1.5% | -0.8% | -0.7% | -0.7% |
| 30D | -1.2% | -1.1% | -0.1% | -0.1% |
| 3M | +9.2% | +3.9% | +5.3% | +4.8% |
| 6M | +16.3% | +13.6% | +2.7% | +1.6% |
| YTD | +5.4% | +12.7% | -7.3% | -7.2% |
| 1Y | +7.6% | +17.6% | -10.0% | -9.5% |
| 3Y | +74.2% | +77.2% | -3.0% | -5.7% |
| 5Y | +66.1% | +84.1% | -18.0% | -14.3% |
| All | +248.8% | +325.3% | -76.4% | -28.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling