+735.2%
XLI vs SPYM
+820.0%
-84.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.1% |
| 7D | -0.6% | -0.4% | -0.2% | -0.2% |
| 30D | -6.9% | -1.4% | -5.6% | -5.7% |
| 3M | -1.9% | +3.7% | -5.7% | -5.3% |
| 6M | +1.0% | +13.0% | -12.0% | -10.0% |
| YTD | +11.3% | +12.5% | -1.1% | -0.4% |
| 1Y | +15.8% | +18.6% | -2.8% | -1.5% |
| 3Y | +69.8% | +78.0% | -8.2% | -2.1% |
| 5Y | +80.9% | +82.3% | -1.4% | +1.1% |
| 10Y | +257.2% | +322.9% | -65.6% | -9.1% |
| All | +735.2% | +820.0% | -84.8% | +6.2% |
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