+64.3%
XLF vs SPYM
+82.5%
-18.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.2% |
| 7D | -1.5% | -1.0% | -0.4% | -0.6% |
| 30D | -1.2% | -1.3% | +0.2% | 0.0% |
| 3M | +9.2% | +3.6% | +5.6% | +5.7% |
| 6M | +16.3% | +13.3% | +3.0% | +3.8% |
| YTD | +5.4% | +12.4% | -7.0% | -5.2% |
| 1Y | +7.6% | +17.3% | -9.7% | -7.0% |
| 3Y | +74.2% | +76.8% | -2.6% | +3.2% |
| All | +64.3% | +82.5% | -18.2% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling