+169.4%
XLV vs SPYM
+325.3%
-155.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.8% |
| 7D | -3.6% | -0.8% | -2.8% | -3.0% |
| 30D | -1.8% | -1.1% | -0.8% | -1.1% |
| 3M | +7.8% | +3.9% | +3.9% | +4.6% |
| 6M | +9.1% | +13.6% | -4.5% | -0.8% |
| YTD | +7.7% | +12.7% | -5.0% | -1.6% |
| 1Y | +20.4% | +17.6% | +2.8% | +6.5% |
| 3Y | +30.8% | +77.2% | -46.5% | -16.0% |
| 5Y | +34.6% | +84.1% | -49.5% | -17.1% |
| All | +169.4% | +325.3% | -155.9% | -19.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling