+11.8%
XBCI vs SPY
+15.6%
-3.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.1% |
| 7D | +2.1% | +0.5% | +1.6% | +1.4% |
| 30D | +21.6% | -0.9% | +22.5% | +23.5% |
| 3M | +24.4% | +3.9% | +20.6% | +16.7% |
| All | +11.8% | +15.6% | -3.7% | -8.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling