-97.8%
XCH vs SPY
+42.7%
-140.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -1.0% |
| 7D | +1.4% | -0.8% | +2.2% | +2.3% |
| 30D | -34.9% | -1.1% | -33.8% | -34.1% |
| 3M | -74.1% | +3.9% | -77.9% | -75.4% |
| 6M | -89.9% | +13.6% | -103.5% | -91.5% |
| YTD | -86.0% | +12.7% | -98.7% | -88.1% |
| 1Y | -88.3% | +17.5% | -105.8% | -90.4% |
| All | -97.8% | +42.7% | -140.5% | -86.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling