+800.2%
XLY vs SPYM
+822.1%
-22.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | 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% | -6.6% | -6.3% |
| 6M | -0.6% | +13.6% | -14.3% | -12.5% |
| YTD | -5.0% | +12.7% | -17.8% | -15.6% |
| 1Y | -4.1% | +17.6% | -21.7% | -18.3% |
| 3Y | +33.6% | +77.2% | -43.6% | -23.5% |
| 5Y | +28.7% | +84.1% | -55.4% | -27.5% |
| 10Y | +219.6% | +323.8% | -104.2% | -17.2% |
| All | +800.2% | +822.1% | -22.0% | +16.5% |
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