-82.2%
XBIT vs SPY
+322.5%
-404.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | +0.2% |
| 7D | -0.5% | -0.8% | +0.3% | +0.2% |
| 30D | -11.0% | -1.1% | -9.9% | -10.2% |
| 3M | -6.0% | +3.9% | -9.9% | -9.5% |
| 6M | -6.4% | +13.6% | -20.0% | -17.3% |
| YTD | -8.4% | +12.7% | -21.0% | -18.4% |
| 1Y | -22.3% | +17.5% | -39.8% | -33.5% |
| 3Y | -53.2% | +76.9% | -130.1% | -71.6% |
| 5Y | -86.1% | +83.6% | -169.6% | -91.8% |
| All | -82.2% | +322.5% | -404.7% | -96.7% |
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