+32.9%
XLV vs SPYM
+14.7%
+18.2%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +2.6% |
| 7D | +5.5% | -0.7% | +6.2% | +5.7% |
| 30D | +13.3% | -1.1% | +14.4% | +13.5% |
| 3M | +17.4% | -0.3% | +17.8% | +17.4% |
| 6M | +32.1% | +7.3% | +24.8% | +28.1% |
| YTD | +24.0% | +13.4% | +10.6% | +16.0% |
| 1Y | +32.9% | +14.8% | +18.1% | +23.6% |
| All | +32.9% | +14.7% | +18.2% | +23.6% |
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