+67.6%
XBAP vs SPY
+105.4%
-37.8%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | +0.1% |
| 7D | 0.0% | -0.4% | +0.4% | +0.2% |
| 30D | +0.5% | -1.4% | +1.8% | +1.2% |
| 3M | +3.0% | +3.7% | -0.7% | +1.0% |
| 6M | +9.7% | +13.0% | -3.3% | +2.6% |
| YTD | +10.7% | +12.4% | -1.7% | +3.7% |
| 1Y | +13.8% | +18.5% | -4.7% | +3.4% |
| 3Y | +46.0% | +77.6% | -31.7% | +3.9% |
| 5Y | +59.8% | +81.7% | -21.9% | +8.5% |
| All | +67.6% | +105.4% | -37.8% | +7.8% |
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