+290.4%
XENE vs SPY
+356.2%
-65.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.3% | -2.3% |
| 7D | +8.8% | +3.3% | +5.5% | +5.9% |
| 30D | +19.1% | -2.7% | +21.8% | +21.9% |
| 3M | -37.2% | -1.7% | -35.4% | -36.3% |
| 6M | -25.5% | +3.1% | -28.5% | -27.6% |
| YTD | -8.5% | +11.9% | -20.4% | -17.2% |
| 1Y | +3.3% | +12.0% | -8.7% | -6.5% |
| 3Y | +42.2% | +78.2% | -36.0% | -13.2% |
| 5Y | +30.3% | +73.2% | -42.9% | -18.3% |
| 10Y | +425.6% | +309.6% | +115.9% | +64.6% |
| All | +290.4% | +356.2% | -65.7% | -9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling