+442.6%
XYL vs SPYG
+930.8%
-488.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.8% |
| 7D | +0.8% | +0.3% | +0.5% | +0.6% |
| 30D | -10.8% | -1.7% | -9.2% | -9.6% |
| 3M | -2.5% | +3.6% | -6.2% | -5.9% |
| 6M | -12.2% | +16.6% | -28.8% | -23.7% |
| YTD | -20.1% | +13.4% | -33.4% | -28.9% |
| 1Y | -20.6% | +19.6% | -40.2% | -32.8% |
| 3Y | +17.3% | +99.8% | -82.4% | -38.2% |
| 5Y | -14.5% | +85.0% | -99.5% | -52.1% |
| 10Y | +150.2% | +422.1% | -271.9% | -49.8% |
| All | +442.6% | +930.8% | -488.2% | -38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling