+43.6%
XEMD vs SPY
+114.8%
-71.2%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | 0.0% |
| 7D | +0.3% | +0.5% | -0.3% | +0.2% |
| 30D | -0.1% | -0.9% | +0.8% | +0.1% |
| 3M | +0.8% | +3.9% | -3.0% | -0.1% |
| 6M | +2.3% | +14.5% | -12.2% | -1.1% |
| YTD | +3.2% | +12.9% | -9.8% | 0.0% |
| 1Y | +7.6% | +19.4% | -11.8% | +2.8% |
| 3Y | +35.3% | +78.5% | -43.2% | +14.7% |
| All | +43.6% | +114.8% | -71.2% | +13.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling