+374.0%
SPXX vs SPY
+784.1%
-410.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | 0.0% |
| 7D | -0.6% | -0.4% | -0.3% | -0.3% |
| 30D | -0.7% | -1.4% | +0.6% | +0.3% |
| 3M | +7.2% | +3.7% | +3.5% | +4.2% |
| 6M | +15.0% | +13.0% | +2.0% | +4.4% |
| YTD | +9.6% | +12.4% | -2.8% | -0.1% |
| 1Y | +12.5% | +18.5% | -6.0% | -1.7% |
| 3Y | +57.5% | +77.6% | -20.1% | -0.4% |
| 5Y | +51.6% | +81.7% | -30.1% | -6.6% |
| 10Y | +176.7% | +319.7% | -142.9% | -12.5% |
| All | +374.0% | +784.1% | -410.1% | -20.3% |
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