+42.0%
XLP vs SPYG
+63.1%
-21.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.5% |
| 7D | +0.7% | -3.6% | +4.4% | +1.4% |
| 30D | +10.3% | -11.2% | +21.4% | +12.6% |
| 3M | +6.5% | -8.1% | +14.6% | +8.1% |
| 6M | +8.4% | -3.3% | +11.7% | +8.5% |
| YTD | +18.2% | +5.5% | +12.7% | +15.7% |
| 1Y | +22.4% | +7.0% | +15.5% | +19.4% |
| 3Y | +41.9% | +89.5% | -47.6% | +13.4% |
| All | +42.0% | +63.1% | -21.1% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling