+44.5%
XDEC vs SPY
+72.4%
-27.9%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | -0.6% | -2.7% | +2.1% | +0.6% |
| 30D | -0.8% | -5.4% | +4.6% | +1.6% |
| 3M | +0.6% | -4.1% | +4.7% | +2.3% |
| 6M | +3.2% | +0.7% | +2.5% | +2.6% |
| YTD | +6.7% | +8.7% | -2.0% | +2.5% |
| 1Y | +8.3% | +10.9% | -2.6% | +3.0% |
| 3Y | +30.4% | +75.0% | -44.6% | -0.8% |
| All | +44.5% | +72.4% | -27.9% | +9.1% |
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