-19.3%
XES vs SPY
+312.5%
-331.8%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.8% |
| 7D | -1.4% | -0.4% | -1.1% | -1.0% |
| 30D | +2.8% | -1.4% | +4.2% | +4.7% |
| 3M | +2.6% | +3.7% | -1.1% | -2.8% |
| 6M | +12.1% | +13.0% | -0.9% | -6.1% |
| YTD | +51.3% | +12.4% | +38.9% | +27.8% |
| 1Y | +81.2% | +18.5% | +62.7% | +42.4% |
| 3Y | +32.2% | +77.6% | -45.5% | -40.4% |
| 5Y | +157.3% | +81.7% | +75.6% | +10.8% |
| 10Y | -19.3% | +319.7% | -339.0% | -89.4% |
| All | -19.3% | +312.5% | -331.8% | -89.4% |
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