-97.8%
XCH vs SPY
+41.5%
-139.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +2.1% |
| 7D | -6.6% | -2.0% | -4.7% | -4.5% |
| 30D | -40.5% | -1.7% | -38.9% | -39.4% |
| 3M | -75.0% | +4.7% | -79.7% | -76.5% |
| 6M | -90.1% | +12.5% | -102.6% | -91.6% |
| YTD | -86.0% | +11.7% | -97.7% | -88.0% |
| 1Y | -87.8% | +17.5% | -105.3% | -89.9% |
| All | -97.8% | +41.5% | -139.3% | -86.7% |
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