-46.7%
XES vs SPY
+790.2%
-836.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.1% |
| 7D | +2.2% | +0.1% | +2.1% | +2.0% |
| 30D | +9.7% | +0.1% | +9.7% | +9.6% |
| 3M | -2.2% | +2.0% | -4.2% | -5.2% |
| 6M | +10.5% | +13.0% | -2.5% | -7.9% |
| YTD | +50.1% | +13.5% | +36.6% | +24.3% |
| 1Y | +75.6% | +20.0% | +55.7% | +34.8% |
| 3Y | +32.8% | +77.2% | -44.4% | -40.9% |
| 5Y | +147.9% | +81.9% | +66.0% | +4.3% |
| 10Y | -20.8% | +314.1% | -334.9% | -88.7% |
| All | -46.7% | +790.2% | -836.9% | -97.3% |
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