+356.4%
XAR vs SPY
+322.5%
+34.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | -0.4% |
| 7D | -2.8% | -0.8% | -2.0% | -1.9% |
| 30D | -16.2% | -1.1% | -15.1% | -15.2% |
| 3M | -13.5% | +3.9% | -17.4% | -16.9% |
| 6M | -11.3% | +13.6% | -24.9% | -22.1% |
| YTD | +2.0% | +12.7% | -10.7% | -9.6% |
| 1Y | +11.8% | +17.5% | -5.7% | -5.0% |
| 3Y | +112.9% | +76.9% | +36.0% | +17.2% |
| 5Y | +113.0% | +83.6% | +29.4% | +12.0% |
| All | +356.4% | +322.5% | +34.0% | -1.3% |
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 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