+22.4%
XLP vs SPYM
+10.0%
+12.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | +0.7% | -2.7% | +3.4% | +0.6% |
| 30D | +10.3% | -5.4% | +15.6% | +9.8% |
| 3M | +6.5% | -4.1% | +10.6% | +6.2% |
| 6M | +8.4% | +0.8% | +7.6% | +8.2% |
| YTD | +18.2% | +8.8% | +9.4% | +16.6% |
| 1Y | +22.4% | +11.0% | +11.4% | +21.0% |
| All | +22.4% | +10.0% | +12.5% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling