-99.9%
XFOR vs SPY
+227.7%
-327.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.3% |
| 7D | -5.1% | -2.7% | -2.4% | -2.2% |
| 30D | +13.2% | -5.4% | +18.6% | +20.1% |
| 3M | -23.7% | -4.1% | -19.6% | -20.1% |
| 6M | -27.4% | +0.7% | -28.1% | -27.6% |
| YTD | -20.5% | +8.7% | -29.2% | -26.6% |
| 1Y | -9.3% | +10.9% | -20.1% | -17.8% |
| 3Y | -87.2% | +75.0% | -162.2% | -92.4% |
| 5Y | -97.9% | +67.8% | -165.7% | -98.7% |
| All | -99.9% | +227.7% | -327.6% | -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