+127.3%
XYLD vs SPY
+307.0%
-179.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.1% |
| 7D | +2.5% | +2.6% | -0.1% | +0.7% |
| 30D | -1.0% | -2.0% | +1.0% | +0.4% |
| 3M | +1.3% | -2.8% | +4.0% | +3.2% |
| 6M | +6.7% | +2.1% | +4.5% | +4.9% |
| YTD | +10.6% | +11.5% | -0.9% | +2.2% |
| 1Y | +14.5% | +13.5% | +1.0% | +4.6% |
| 3Y | +46.6% | +77.7% | -31.1% | -3.2% |
| 5Y | +41.3% | +72.6% | -31.3% | -5.7% |
| All | +127.3% | +307.0% | -179.7% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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