+571.5%
XLP vs SPYM
+789.7%
-218.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.2% |
| 3M | +6.5% | -4.1% | +10.6% | +8.6% |
| 6M | +8.4% | +0.8% | +7.6% | +7.4% |
| YTD | +18.2% | +8.8% | +9.4% | +12.4% |
| 1Y | +22.4% | +11.0% | +11.4% | +15.2% |
| 3Y | +41.9% | +75.5% | -33.6% | +3.3% |
| 5Y | +40.9% | +68.4% | -27.6% | +3.7% |
| 10Y | +128.4% | +316.1% | -187.7% | +3.9% |
| All | +571.5% | +789.7% | -218.2% | +111.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling