+35.5%
XLV vs SPYM
+82.9%
-47.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.6% |
| 7D | -3.6% | -0.8% | -2.8% | -3.1% |
| 30D | -1.8% | -1.1% | -0.8% | -1.3% |
| 3M | +7.8% | +3.9% | +3.9% | +5.3% |
| 6M | +9.1% | +13.6% | -4.5% | +1.2% |
| YTD | +7.7% | +12.7% | -5.0% | +0.3% |
| 1Y | +20.4% | +17.6% | +2.8% | +9.3% |
| 3Y | +30.8% | +77.2% | -46.5% | -8.3% |
| All | +35.5% | +82.9% | -47.5% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling