+469.6%
XLU vs SPYM
+814.4%
-344.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.6% |
| 7D | -1.2% | -2.0% | +0.8% | -0.1% |
| 30D | -2.5% | -1.6% | -0.9% | -1.6% |
| 3M | -2.7% | +4.7% | -7.5% | -5.5% |
| 6M | -7.5% | +12.6% | -20.0% | -13.9% |
| YTD | +0.9% | +11.8% | -10.9% | -5.8% |
| 1Y | +3.3% | +17.5% | -14.2% | -6.5% |
| 3Y | +47.3% | +77.0% | -29.7% | +3.6% |
| 5Y | +44.4% | +82.6% | -38.2% | -1.6% |
| 10Y | +140.8% | +320.3% | -179.5% | -0.6% |
| All | +469.6% | +814.4% | -344.9% | +51.7% |
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