+190.2%
XYLD vs SPY
+504.0%
-313.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | +0.1% |
| 7D | 0.0% | -0.4% | +0.4% | +0.3% |
| 30D | +0.6% | -1.4% | +1.9% | +1.5% |
| 3M | +5.6% | +3.7% | +1.9% | +2.8% |
| 6M | +8.2% | +13.0% | -4.8% | -0.8% |
| YTD | +9.7% | +12.4% | -2.7% | +0.9% |
| 1Y | +17.9% | +18.5% | -0.7% | +4.3% |
| 3Y | +42.9% | +77.6% | -34.7% | -5.7% |
| 5Y | +44.6% | +81.7% | -37.1% | -7.4% |
| 10Y | +126.3% | +319.7% | -193.3% | -23.9% |
| All | +190.2% | +504.0% | -313.8% | -25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling