-86.7%
XCH vs SPY
+20.8%
-107.5%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.4% | -7.6% | -7.3% |
| 7D | -16.8% | +0.1% | -16.9% | -17.1% |
| 30D | -63.7% | +0.1% | -63.8% | -63.8% |
| 3M | -74.5% | +2.0% | -76.5% | -75.3% |
| 6M | -87.2% | +13.0% | -100.2% | -90.6% |
| YTD | -86.2% | +13.5% | -99.7% | -90.5% |
| 1Y | -86.7% | +20.0% | -106.6% | -94.5% |
| All | -86.7% | +20.8% | -107.5% | -94.5% |
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