-89.0%
XBIT vs SPY
+341.9%
-430.9%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | -2.7% | +0.1% | -2.7% | -2.8% |
| 3M | -7.2% | +2.0% | -9.2% | -9.2% |
| 6M | -6.4% | +13.0% | -19.4% | -16.8% |
| YTD | -7.9% | +13.5% | -21.5% | -18.6% |
| 1Y | -26.2% | +20.0% | -46.1% | -37.9% |
| 3Y | -53.8% | +77.2% | -131.0% | -72.1% |
| 5Y | -86.2% | +81.9% | -168.1% | -91.8% |
| 10Y | -80.8% | +314.1% | -394.8% | -94.5% |
| All | -89.0% | +341.9% | -430.9% | -97.0% |
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