+659.7%
XLV vs SPYM
+819.7%
-159.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.6% |
| 7D | -3.6% | -1.0% | -2.5% | -2.9% |
| 30D | -1.8% | -1.3% | -0.5% | -1.0% |
| 3M | +7.8% | +3.6% | +4.2% | +5.0% |
| 6M | +9.1% | +13.3% | -4.2% | 0.0% |
| YTD | +7.7% | +12.4% | -4.7% | -0.8% |
| 1Y | +20.4% | +17.3% | +3.1% | +7.7% |
| 3Y | +30.8% | +76.8% | -46.0% | -12.2% |
| 5Y | +34.6% | +83.6% | -49.0% | -12.9% |
| 10Y | +173.4% | +322.7% | -149.3% | +1.6% |
| All | +659.7% | +819.7% | -159.9% | +81.1% |
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 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