+534.1%
XLP vs SPYG
+564.9%
-30.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -1.0% | +0.4% | -1.4% | -1.2% |
| 30D | -0.9% | -0.4% | -0.4% | -0.8% |
| 3M | +3.8% | +0.5% | +3.3% | +3.2% |
| 6M | -1.7% | +17.5% | -19.2% | -8.2% |
| YTD | +10.3% | +14.3% | -4.1% | +3.9% |
| 1Y | +7.8% | +21.7% | -13.9% | -1.1% |
| 3Y | +27.2% | +98.6% | -71.4% | -5.8% |
| 5Y | +32.5% | +85.1% | -52.6% | -0.7% |
| 10Y | +101.8% | +412.0% | -310.2% | -0.2% |
| All | +534.1% | +564.9% | -30.7% | +121.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling