+891.0%
XLV vs SPY
+915.2%
-24.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.1% |
| 7D | -4.4% | -2.0% | -2.4% | -3.0% |
| 30D | -1.4% | -1.7% | +0.3% | -0.2% |
| 3M | +8.9% | +4.7% | +4.1% | +5.0% |
| 6M | +9.1% | +12.5% | -3.4% | -0.2% |
| YTD | +7.9% | +11.7% | -3.8% | -0.9% |
| 1Y | +22.7% | +17.5% | +5.3% | +8.5% |
| 3Y | +31.9% | +76.6% | -44.7% | -14.6% |
| 5Y | +34.9% | +82.0% | -47.2% | -15.8% |
| 10Y | +173.9% | +317.1% | -143.3% | -7.7% |
| All | +891.0% | +915.2% | -24.2% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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