+229.3%
XENE vs SPY
+81.0%
+148.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.6% |
| 7D | -2.0% | -0.4% | -1.6% | -1.7% |
| 30D | -8.2% | -1.4% | -6.8% | -7.1% |
| 3M | +11.7% | +3.7% | +8.0% | +8.1% |
| 6M | -6.0% | +13.0% | -19.0% | -15.7% |
| YTD | +31.6% | +12.4% | +19.2% | +18.6% |
| 1Y | +57.2% | +18.5% | +38.7% | +35.5% |
| 3Y | +54.6% | +77.6% | -23.0% | -5.4% |
| 5Y | +229.3% | +81.7% | +147.6% | +120.7% |
| All | +229.3% | +81.0% | +148.3% | +120.7% |
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 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