-97.8%
XFOR vs SPY
+72.1%
-170.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.1% |
| 7D | -1.9% | +2.6% | -4.5% | -5.1% |
| 30D | +27.3% | -2.0% | +29.3% | +30.7% |
| 3M | -27.3% | -2.8% | -24.5% | -24.4% |
| 6M | -26.2% | +2.1% | -28.4% | -27.9% |
| YTD | -22.0% | +11.5% | -33.5% | -31.7% |
| 1Y | -16.4% | +13.5% | -29.8% | -28.2% |
| 3Y | -86.3% | +77.7% | -164.0% | -93.0% |
| All | -97.8% | +72.1% | -170.0% | -98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling