+124.6%
XLP vs SPYM
+308.7%
-184.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | +0.7% | -2.7% | +3.4% | +2.1% |
| 30D | +10.3% | -5.4% | +15.6% | +13.3% |
| 3M | +6.5% | -4.1% | +10.6% | +8.7% |
| 6M | +8.4% | +0.8% | +7.6% | +7.4% |
| YTD | +18.2% | +8.8% | +9.4% | +12.0% |
| 1Y | +22.4% | +11.0% | +11.4% | +14.7% |
| 3Y | +41.9% | +75.5% | -33.6% | -0.2% |
| 5Y | +40.9% | +68.4% | -27.6% | +0.5% |
| All | +124.6% | +308.7% | -184.2% | -2.2% |
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