+1,140.2%
XLY vs SPYG
+559.0%
+581.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.2% |
| 7D | -1.7% | -0.9% | -0.8% | -0.9% |
| 30D | -4.2% | -1.5% | -2.7% | -3.0% |
| 3M | -2.7% | +3.7% | -6.4% | -5.9% |
| 6M | -0.6% | +16.4% | -17.1% | -13.0% |
| YTD | -5.0% | +13.3% | -18.4% | -15.0% |
| 1Y | -4.1% | +17.9% | -22.0% | -17.1% |
| 3Y | +33.6% | +98.3% | -64.7% | -26.0% |
| 5Y | +28.7% | +86.4% | -57.7% | -24.1% |
| 10Y | +219.6% | +421.9% | -202.3% | -18.1% |
| All | +1,140.2% | +559.0% | +581.2% | +100.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling