+467.1%
XENE vs SPY
+360.4%
+106.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.1% |
| 7D | -0.8% | +0.5% | -1.3% | -1.2% |
| 30D | -6.0% | -0.9% | -5.1% | -5.3% |
| 3M | +16.3% | +3.9% | +12.4% | +12.3% |
| 6M | +42.0% | +14.5% | +27.5% | +26.4% |
| YTD | +32.9% | +12.9% | +19.9% | +19.5% |
| 1Y | +55.9% | +19.4% | +36.6% | +33.8% |
| 3Y | +56.1% | +78.5% | -22.3% | -4.7% |
| 5Y | +246.6% | +81.8% | +164.9% | +108.8% |
| 10Y | +659.6% | +311.5% | +348.0% | +137.0% |
| All | +467.1% | +360.4% | +106.8% | +31.3% |
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 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