+33.6%
XLY vs SPYM
+77.4%
-43.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | -0.1% |
| 7D | -1.7% | -0.8% | -0.9% | -0.8% |
| 30D | -4.2% | -1.1% | -3.1% | -2.9% |
| 3M | -2.7% | +3.9% | -6.6% | -7.0% |
| 6M | -0.6% | +13.6% | -14.3% | -14.8% |
| YTD | -5.0% | +12.7% | -17.8% | -17.7% |
| 1Y | -4.1% | +17.6% | -21.7% | -21.0% |
| 3Y | +33.6% | +77.2% | -43.6% | -34.0% |
| All | +33.6% | +77.4% | -43.8% | -34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling