+57.6%
XCEM vs SPY
+72.1%
-14.6%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | +4.7% | +2.6% | +2.1% | +2.6% |
| 30D | -7.3% | -2.0% | -5.3% | -5.5% |
| 3M | -9.9% | -2.8% | -7.1% | -7.5% |
| 6M | -7.4% | +2.1% | -9.6% | -8.2% |
| YTD | +19.8% | +11.5% | +8.3% | +11.6% |
| 1Y | +24.8% | +13.5% | +11.3% | +14.9% |
| 3Y | +78.1% | +77.7% | +0.4% | +19.2% |
| All | +57.6% | +72.1% | -14.6% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling