-97.3%
XELB vs SPY
+567.2%
-664.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.9% |
| 7D | +0.4% | -0.4% | +0.7% | +0.6% |
| 30D | -15.4% | -1.4% | -14.0% | -14.5% |
| 3M | -57.7% | +3.7% | -61.4% | -58.9% |
| 6M | -39.2% | +13.0% | -52.2% | -44.6% |
| YTD | -17.7% | +12.4% | -30.1% | -24.8% |
| 1Y | -39.6% | +18.5% | -58.1% | -46.7% |
| 3Y | -92.7% | +77.6% | -170.3% | -95.2% |
| 5Y | -94.6% | +81.7% | -176.3% | -96.5% |
| 10Y | -98.2% | +319.7% | -417.9% | -99.1% |
| All | -97.3% | +567.2% | -664.4% | -98.3% |
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