-98.2%
XELB vs SPY
+322.5%
-420.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -1.3% |
| 7D | -2.2% | -0.8% | -1.5% | -1.5% |
| 30D | -12.8% | -1.1% | -11.7% | -12.0% |
| 3M | -49.2% | +3.9% | -53.0% | -51.0% |
| 6M | -42.2% | +13.6% | -55.8% | -48.7% |
| YTD | -17.6% | +12.7% | -30.3% | -26.3% |
| 1Y | -39.1% | +17.5% | -56.6% | -47.3% |
| 3Y | -92.8% | +76.9% | -169.7% | -95.7% |
| 5Y | -94.8% | +83.6% | -178.3% | -97.0% |
| All | -98.2% | +322.5% | -420.6% | -99.2% |
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