+45.6%
XDEC vs SPY
+76.5%
-30.8%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | -0.2% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | 0.0% | -3.3% | +3.4% | +1.5% |
| 3M | +1.3% | -2.4% | +3.8% | +2.3% |
| 6M | +4.0% | +2.6% | +1.4% | +2.6% |
| YTD | +7.6% | +11.2% | -3.7% | +2.2% |
| 1Y | +9.1% | +13.4% | -4.3% | +2.8% |
| 3Y | +31.4% | +79.9% | -48.5% | -1.2% |
| All | +45.6% | +76.5% | -30.8% | +8.9% |
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