+193.2%
XYLD vs SPY
+501.3%
-308.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | 0.0% |
| 7D | +3.2% | +3.3% | -0.1% | +0.9% |
| 30D | -0.7% | -2.7% | +2.0% | +1.1% |
| 3M | +1.6% | -1.7% | +3.3% | +2.7% |
| 6M | +7.1% | +3.1% | +4.0% | +4.6% |
| YTD | +10.9% | +11.9% | -1.0% | +2.3% |
| 1Y | +14.5% | +12.0% | +2.5% | +5.4% |
| 3Y | +47.1% | +78.2% | -31.1% | -3.2% |
| 5Y | +41.8% | +73.2% | -31.5% | -5.8% |
| 10Y | +127.6% | +309.6% | -182.1% | -22.2% |
| All | +193.2% | +501.3% | -308.1% | -24.3% |
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