+32.0%
XLP vs SPYG
+84.3%
-52.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -1.4% | +1.2% | -2.6% | -1.7% |
| 30D | -1.3% | -1.6% | +0.3% | -1.0% |
| 3M | +1.8% | +3.4% | -1.5% | +1.0% |
| 6M | -0.8% | +18.9% | -19.7% | -5.1% |
| YTD | +9.5% | +13.8% | -4.3% | +5.9% |
| 1Y | +7.2% | +20.6% | -13.4% | +1.8% |
| 3Y | +27.1% | +100.5% | -73.4% | +0.9% |
| 5Y | +32.0% | +84.6% | -52.6% | +2.9% |
| All | +32.0% | +84.3% | -52.2% | +2.9% |
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