-37.8%
XES vs SPY
+307.0%
-344.8%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.1% |
| 7D | +6.5% | +2.6% | +3.9% | +2.9% |
| 30D | -4.4% | -2.0% | -2.5% | -2.0% |
| 3M | -15.0% | -2.8% | -12.2% | -11.9% |
| 6M | -19.5% | +2.1% | -21.7% | -22.3% |
| YTD | +26.0% | +11.5% | +14.5% | +7.4% |
| 1Y | +32.2% | +13.5% | +18.8% | +10.1% |
| 3Y | +25.3% | +77.7% | -52.4% | -43.4% |
| 5Y | +92.1% | +72.6% | +19.5% | -10.5% |
| All | -37.8% | +307.0% | -344.8% | -90.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling