+49.5%
XC vs SPY
+112.5%
-63.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.3% | -0.9% |
| 7D | +0.9% | -0.9% | +1.8% | +1.4% |
| 30D | +0.6% | -2.4% | +3.0% | +2.2% |
| 3M | -3.2% | -1.2% | -2.0% | -2.5% |
| 6M | -1.3% | +3.3% | -4.6% | -3.8% |
| YTD | -2.6% | +12.3% | -14.9% | -10.5% |
| 1Y | -1.7% | +12.4% | -14.1% | -9.8% |
| 3Y | +34.4% | +78.8% | -44.4% | -11.5% |
| All | +49.5% | +112.5% | -63.0% | -12.4% |
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 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