-15.6%
XYL vs SPYG
+82.6%
-98.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.4% |
| 7D | -1.2% | -1.8% | +0.6% | +0.1% |
| 30D | -13.2% | -1.9% | -11.2% | -12.0% |
| 3M | -0.2% | +5.2% | -5.3% | -4.1% |
| 6M | -12.5% | +15.6% | -28.1% | -22.0% |
| YTD | -20.9% | +12.4% | -33.3% | -28.0% |
| 1Y | -21.6% | +17.5% | -39.0% | -31.1% |
| 3Y | +16.1% | +98.1% | -81.9% | -34.0% |
| 5Y | -15.6% | +84.9% | -100.5% | -50.2% |
| All | -15.6% | +82.6% | -98.2% | -50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling