-62.1%
XERS vs SPY
+210.2%
-272.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.4% |
| 7D | -10.7% | -2.0% | -8.7% | -8.0% |
| 30D | -8.6% | -1.7% | -6.9% | -6.4% |
| 3M | +14.3% | +4.7% | +9.6% | +6.2% |
| 6M | +31.8% | +12.5% | +19.3% | +10.0% |
| YTD | -2.3% | +11.7% | -14.0% | -17.9% |
| 1Y | -1.8% | +17.5% | -19.3% | -23.3% |
| 3Y | +265.2% | +76.6% | +188.7% | +51.4% |
| 5Y | +187.3% | +82.0% | +105.2% | +14.3% |
| All | -62.1% | +210.2% | -272.2% | -93.7% |
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 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