+40.2%
XEMD vs SPY
+112.0%
-71.8%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | -0.4% | +2.6% | -3.0% | -1.0% |
| 30D | -0.1% | -2.0% | +1.9% | +0.3% |
| 3M | -2.7% | -2.8% | +0.1% | -2.1% |
| 6M | -1.5% | +2.1% | -3.6% | -2.1% |
| YTD | +0.7% | +11.5% | -10.8% | -2.1% |
| 1Y | +2.3% | +13.5% | -11.2% | -1.1% |
| 3Y | +32.7% | +77.7% | -45.0% | +12.5% |
| All | +40.2% | +112.0% | -71.8% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling