-99.9%
XFOR vs SPY
+235.5%
-335.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.4% | +2.4% | +2.2% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | +14.4% | -3.3% | +17.8% | +18.7% |
| 3M | -28.2% | -2.4% | -25.8% | -26.2% |
| 6M | -24.8% | +2.6% | -27.4% | -26.5% |
| YTD | -16.8% | +11.2% | -28.0% | -25.0% |
| 1Y | -10.2% | +13.4% | -23.6% | -20.5% |
| 3Y | -85.9% | +79.9% | -165.8% | -92.0% |
| 5Y | -97.9% | +72.2% | -170.0% | -98.7% |
| All | -99.9% | +235.5% | -335.3% | -100.0% |
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