+977.7%
XAR vs SPY
+736.9%
+240.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.8% |
| 7D | +3.0% | +2.6% | +0.4% | +0.4% |
| 30D | +4.7% | -2.0% | +6.7% | +6.9% |
| 3M | -21.0% | -2.8% | -18.2% | -18.6% |
| 6M | -14.5% | +2.1% | -16.7% | -16.1% |
| YTD | -4.3% | +11.5% | -15.7% | -13.6% |
| 1Y | +1.7% | +13.5% | -11.7% | -9.7% |
| 3Y | +90.9% | +77.7% | +13.2% | +8.4% |
| 5Y | +92.9% | +72.6% | +20.2% | +12.4% |
| 10Y | +292.2% | +308.2% | -15.9% | +3.7% |
| All | +977.7% | +736.9% | +240.9% | +84.3% |
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