-31.5%
XYL vs SPYG
+10.8%
-42.4%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.3% | +3.7% | +4.6% |
| 7D | +14.5% | -2.8% | +17.3% | +15.4% |
| 30D | -1.3% | -6.2% | +4.8% | +0.7% |
| 3M | -17.0% | -3.6% | -13.4% | -16.2% |
| 6M | -11.3% | +4.8% | -16.1% | -14.2% |
| YTD | -25.0% | +11.0% | -35.9% | -30.5% |
| 1Y | -31.5% | +11.2% | -42.8% | -36.6% |
| All | -31.5% | +10.8% | -42.4% | -36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling