+8.0%
XFLT vs SPY
+243.6%
-235.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.6% |
| 7D | +0.4% | -0.8% | +1.1% | +0.6% |
| 30D | +3.1% | -1.1% | +4.1% | +3.5% |
| 3M | +13.3% | +3.9% | +9.4% | +11.8% |
| 6M | +25.2% | +13.6% | +11.6% | +19.6% |
| YTD | -9.4% | +12.7% | -22.1% | -13.2% |
| 1Y | -18.3% | +17.5% | -35.8% | -22.9% |
| 3Y | -14.2% | +76.9% | -91.1% | -30.3% |
| 5Y | -10.7% | +83.6% | -94.2% | -29.1% |
| All | +8.0% | +243.6% | -235.6% | -26.9% |
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