-99.8%
XFOR vs SPY
+242.4%
-342.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | -2.7% | +0.1% | -2.7% | -2.6% |
| 3M | +0.7% | +2.0% | -1.2% | -1.1% |
| 6M | +15.4% | +13.0% | +2.4% | +2.1% |
| YTD | +1.0% | +13.5% | -12.5% | -11.1% |
| 1Y | +11.0% | +20.0% | -9.0% | -7.4% |
| 3Y | -89.6% | +77.2% | -166.8% | -94.0% |
| 5Y | -97.4% | +81.9% | -179.3% | -98.5% |
| All | -99.8% | +242.4% | -342.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling