+539.2%
XLU vs SPYG
+559.0%
-19.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.7% |
| 7D | -1.6% | -0.9% | -0.7% | -1.2% |
| 30D | -3.3% | -1.5% | -1.8% | -2.7% |
| 3M | -3.2% | +3.7% | -6.9% | -5.0% |
| 6M | -7.0% | +16.4% | -23.4% | -13.5% |
| YTD | +0.6% | +13.3% | -12.7% | -5.5% |
| 1Y | +2.4% | +17.9% | -15.4% | -5.6% |
| 3Y | +46.3% | +98.3% | -52.1% | +4.5% |
| 5Y | +44.0% | +86.4% | -42.5% | +3.8% |
| 10Y | +140.1% | +421.9% | -281.9% | +6.4% |
| All | +539.2% | +559.0% | -19.7% | +84.2% |
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