+1,106.7%
XLY vs SPY
+923.9%
+182.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | 0.0% |
| 7D | -1.7% | -0.8% | -0.9% | -0.9% |
| 30D | -4.2% | -1.1% | -3.1% | -3.1% |
| 3M | -2.7% | +3.9% | -6.5% | -6.3% |
| 6M | -0.6% | +13.6% | -14.2% | -12.5% |
| YTD | -5.0% | +12.7% | -17.7% | -15.7% |
| 1Y | -4.1% | +17.5% | -21.6% | -18.3% |
| 3Y | +33.6% | +76.9% | -43.3% | -23.9% |
| 5Y | +28.7% | +83.6% | -54.9% | -27.9% |
| 10Y | +219.6% | +320.7% | -101.1% | -19.8% |
| All | +1,106.7% | +923.9% | +182.8% | +27.3% |
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