-53.4%
XBIT vs SPY
+76.5%
-130.0%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.5% |
| 7D | -0.5% | -0.4% | -0.1% | -0.1% |
| 30D | -4.4% | -1.4% | -3.0% | -3.1% |
| 3M | -8.0% | +3.7% | -11.7% | -11.9% |
| 6M | -7.2% | +13.0% | -20.2% | -19.5% |
| YTD | -8.8% | +12.4% | -21.2% | -20.4% |
| 1Y | -21.9% | +18.5% | -40.4% | -35.9% |
| All | -53.4% | +76.5% | -130.0% | -67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling