+34.4%
XC vs SPY
+78.4%
-44.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | +3.6% | -0.6% | +4.2% | +3.9% |
| 30D | +0.9% | -3.7% | +4.6% | +3.6% |
| 3M | -3.8% | -2.7% | -1.1% | -1.9% |
| 6M | -2.9% | +2.2% | -5.1% | -4.7% |
| YTD | -2.7% | +10.8% | -13.5% | -9.9% |
| 1Y | -0.9% | +11.2% | -12.1% | -8.6% |
| 3Y | +34.4% | +76.5% | -42.1% | -18.4% |
| All | +34.4% | +78.4% | -44.0% | -18.4% |
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 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