-99.7%
XAIR vs SPY
+210.8%
-310.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.4% | +3.7% |
| 7D | -9.3% | -0.8% | -8.6% | -8.8% |
| 30D | -47.1% | -1.1% | -46.0% | -46.6% |
| 3M | -57.4% | +3.9% | -61.3% | -58.5% |
| 6M | -80.1% | +13.6% | -93.7% | -81.7% |
| YTD | -78.0% | +12.7% | -90.6% | -79.7% |
| 1Y | -92.9% | +17.5% | -110.4% | -93.6% |
| 3Y | -99.7% | +76.9% | -176.7% | -99.8% |
| 5Y | -99.9% | +83.6% | -183.5% | -99.9% |
| All | -99.7% | +210.8% | -310.5% | -99.8% |
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