+28.4%
XLY vs SPYG
+85.2%
-56.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.1% |
| 7D | -1.7% | -0.9% | -0.8% | -0.9% |
| 30D | -4.2% | -1.5% | -2.7% | -2.8% |
| 3M | -2.7% | +3.7% | -6.4% | -6.3% |
| 6M | -0.6% | +16.4% | -17.1% | -14.7% |
| YTD | -5.0% | +13.3% | -18.4% | -16.4% |
| 1Y | -4.1% | +17.9% | -22.0% | -19.0% |
| 3Y | +33.6% | +98.3% | -64.7% | -34.4% |
| All | +28.4% | +85.2% | -56.8% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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