+239.9%
XLF vs SPYM
+824.3%
-584.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.7% |
| 7D | +0.2% | +0.6% | -0.4% | -0.5% |
| 30D | -0.5% | -0.9% | +0.4% | +0.6% |
| 3M | +10.6% | +3.9% | +6.7% | +5.3% |
| 6M | +14.3% | +14.5% | -0.3% | -3.8% |
| YTD | +5.5% | +13.0% | -7.5% | -9.7% |
| 1Y | +9.6% | +19.4% | -9.9% | -12.6% |
| 3Y | +75.2% | +78.9% | -3.7% | -16.7% |
| 5Y | +65.5% | +82.3% | -16.8% | -24.4% |
| 10Y | +246.4% | +314.7% | -68.3% | -47.4% |
| All | +239.9% | +824.3% | -584.4% | -81.9% |
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