-57.3%
XES vs SPY
+772.1%
-829.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | -1.5% |
| 7D | -8.5% | +0.1% | -8.6% | -8.7% |
| 30D | -11.6% | -3.3% | -8.3% | -7.5% |
| 3M | -13.4% | -2.4% | -11.0% | -10.6% |
| 6M | -20.1% | +2.6% | -22.7% | -23.4% |
| YTD | +20.4% | +11.2% | +9.2% | +2.4% |
| 1Y | +23.9% | +13.4% | +10.5% | +2.6% |
| 3Y | +22.2% | +79.9% | -57.7% | -46.7% |
| 5Y | +70.4% | +72.2% | -1.7% | -22.5% |
| 10Y | -39.0% | +307.3% | -346.3% | -91.2% |
| All | -57.3% | +772.1% | -829.4% | -97.8% |
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