+103.1%
XLP vs SPYM
+317.0%
-213.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | -0.9% | +0.1% | -0.9% | -0.9% |
| 3M | +3.8% | +2.0% | +1.8% | +2.4% |
| 6M | -1.7% | +13.1% | -14.8% | -8.5% |
| YTD | +10.3% | +13.6% | -3.4% | +2.3% |
| 1Y | +7.8% | +20.1% | -12.3% | -3.2% |
| 3Y | +27.2% | +77.6% | -50.4% | -10.8% |
| 5Y | +32.5% | +82.5% | -50.0% | -9.8% |
| All | +103.1% | +317.0% | -213.9% | -19.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling