+28.1%
XLP vs SPYG
+103.0%
-74.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.0% | +0.4% | -1.4% | -1.0% |
| 30D | -0.9% | -0.4% | -0.4% | -0.9% |
| 3M | +3.8% | +0.5% | +3.3% | +3.9% |
| 6M | -1.7% | +17.5% | -19.2% | -3.2% |
| YTD | +10.3% | +14.3% | -4.1% | +8.9% |
| 1Y | +7.8% | +21.7% | -13.9% | +5.5% |
| All | +28.1% | +103.0% | -74.8% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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