-97.9%
XCH vs SPY
+43.0%
-140.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.6% |
| 7D | -21.1% | +0.5% | -21.7% | -21.7% |
| 30D | -46.3% | -0.9% | -45.3% | -45.7% |
| 3M | -78.2% | +3.9% | -82.1% | -79.3% |
| 6M | -89.5% | +14.5% | -104.0% | -91.2% |
| YTD | -86.6% | +12.9% | -99.6% | -88.7% |
| 1Y | -87.4% | +19.4% | -106.8% | -89.8% |
| All | -97.9% | +43.0% | -140.9% | -87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling