+381.9%
XENE vs SPY
+307.0%
+74.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.9% |
| 7D | +3.3% | +2.6% | +0.7% | +1.1% |
| 30D | +19.4% | -2.0% | +21.4% | +21.5% |
| 3M | -37.0% | -2.8% | -34.2% | -35.5% |
| 6M | -27.6% | +2.1% | -29.7% | -29.1% |
| YTD | -9.7% | +11.5% | -21.2% | -18.2% |
| 1Y | +1.1% | +13.5% | -12.4% | -9.8% |
| 3Y | +36.3% | +77.7% | -41.4% | -17.8% |
| 5Y | +28.7% | +72.6% | -43.9% | -20.2% |
| All | +381.9% | +307.0% | +74.9% | +49.3% |
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 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