-99.9%
XFOR vs SPY
+226.7%
-326.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.4% | -0.8% | -0.6% |
| 7D | -8.6% | -4.7% | -3.9% | -3.8% |
| 30D | +10.8% | -5.9% | +16.7% | +18.3% |
| 3M | -26.0% | -4.5% | -21.5% | -22.1% |
| 6M | -26.9% | +1.8% | -28.7% | -27.9% |
| YTD | -23.3% | +8.3% | -31.6% | -28.9% |
| 1Y | -13.5% | +9.3% | -22.9% | -20.5% |
| 3Y | -89.2% | +74.9% | -164.0% | -93.6% |
| 5Y | -97.9% | +67.3% | -165.2% | -98.7% |
| All | -99.9% | +226.7% | -326.6% | -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 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