-81.4%
XCH vs SPY
+14.6%
-96.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +2.5% |
| 7D | +109.4% | -0.7% | +110.1% | +109.5% |
| 30D | +56.7% | -1.0% | +57.8% | +56.9% |
| 3M | -46.2% | -0.3% | -45.9% | -46.2% |
| 6M | -75.7% | +7.3% | -83.0% | -76.1% |
| YTD | -77.4% | +13.3% | -90.7% | -78.2% |
| 1Y | -81.4% | +14.8% | -96.1% | -82.2% |
| All | -81.4% | +14.6% | -96.0% | -82.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling