+70.3%
XLI vs SPYM
+77.4%
-7.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.3% |
| 7D | -1.7% | -0.8% | -0.9% | -0.9% |
| 30D | -7.3% | -1.1% | -6.2% | -6.3% |
| 3M | -1.3% | +3.9% | -5.2% | -4.8% |
| 6M | +2.2% | +13.6% | -11.4% | -9.1% |
| YTD | +11.7% | +12.7% | -1.0% | 0.0% |
| 1Y | +14.3% | +17.6% | -3.3% | -1.6% |
| 3Y | +70.3% | +77.2% | -6.9% | +0.8% |
| All | +70.3% | +77.4% | -7.1% | +0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling