+254.8%
XERS vs SPY
+77.0%
+177.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.7% | -3.8% |
| 7D | -12.7% | -0.8% | -11.9% | -11.9% |
| 30D | -12.2% | -1.1% | -11.2% | -11.3% |
| 3M | +7.5% | +3.9% | +3.6% | +2.7% |
| 6M | +30.0% | +13.6% | +16.4% | +11.9% |
| YTD | -5.1% | +12.7% | -17.8% | -17.7% |
| 1Y | -3.0% | +17.5% | -20.5% | -19.8% |
| 3Y | +254.8% | +76.9% | +177.9% | +47.7% |
| All | +254.8% | +77.0% | +177.8% | +47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling