+644.3%
XENE vs SPY
+318.9%
+325.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.2% |
| 7D | -2.6% | -2.0% | -0.7% | -0.9% |
| 30D | -7.0% | -1.7% | -5.3% | -5.7% |
| 3M | +14.5% | +4.7% | +9.8% | +9.7% |
| 6M | -3.0% | +12.5% | -15.5% | -12.7% |
| YTD | +31.2% | +11.7% | +19.5% | +18.8% |
| 1Y | +58.4% | +17.5% | +41.0% | +37.4% |
| 3Y | +54.2% | +76.6% | -22.4% | -6.3% |
| 5Y | +237.0% | +82.0% | +154.9% | +100.1% |
| All | +644.3% | +318.9% | +325.4% | +135.1% |
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