+142.8%
XYL vs SPYG
+424.6%
-281.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.3% |
| 7D | +1.2% | -0.9% | +2.1% | +1.9% |
| 30D | -11.9% | -1.5% | -10.4% | -10.9% |
| 3M | -1.5% | +3.7% | -5.3% | -4.9% |
| 6M | -11.9% | +16.4% | -28.3% | -22.9% |
| YTD | -20.6% | +13.3% | -33.9% | -29.0% |
| 1Y | -23.5% | +17.9% | -41.4% | -34.0% |
| 3Y | +14.9% | +98.3% | -83.5% | -37.9% |
| 5Y | -15.3% | +86.4% | -101.7% | -51.9% |
| All | +142.8% | +424.6% | -281.8% | -47.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling