-99.7%
XAIR vs SPY
+211.4%
-311.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -3.9% |
| 7D | -7.7% | +0.5% | -8.2% | -8.0% |
| 30D | -36.9% | -0.9% | -36.0% | -36.4% |
| 3M | -58.8% | +3.9% | -62.7% | -59.9% |
| 6M | -79.1% | +14.5% | -93.6% | -80.9% |
| YTD | -76.7% | +12.9% | -89.6% | -78.6% |
| 1Y | -94.9% | +19.4% | -114.3% | -95.5% |
| 3Y | -99.7% | +78.5% | -178.2% | -99.8% |
| 5Y | -99.9% | +81.8% | -181.7% | -100.0% |
| All | -99.7% | +211.4% | -311.2% | -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 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