-9.3%
XFOR vs SPY
+9.9%
-19.1%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.1% |
| 7D | -5.1% | -2.7% | -2.4% | -1.1% |
| 30D | +13.2% | -5.4% | +18.6% | +23.4% |
| 3M | -23.7% | -4.1% | -19.6% | -18.5% |
| 6M | -27.4% | +0.7% | -28.1% | -28.0% |
| YTD | -20.5% | +8.7% | -29.2% | -30.0% |
| 1Y | -9.3% | +10.9% | -20.1% | -21.2% |
| All | -9.3% | +9.9% | -19.1% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling