-6.1%
XELLL vs SPY
+15.2%
-21.3%
-8.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.2% |
| 7D | -0.6% | +0.5% | -1.1% | -0.7% |
| 30D | -3.0% | -0.9% | -2.0% | -2.8% |
| 3M | -4.2% | +3.9% | -8.1% | -4.9% |
| 6M | -7.3% | +14.5% | -21.8% | -9.2% |
| YTD | -5.8% | +12.9% | -18.7% | -7.7% |
| All | -6.1% | +15.2% | -21.3% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling