-58.9%
XGN vs SPY
+180.7%
-239.6%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | -0.3% |
| 7D | -7.3% | -0.8% | -6.5% | -6.2% |
| 30D | +6.7% | -1.1% | +7.7% | +8.3% |
| 3M | +56.9% | +3.9% | +53.1% | +50.4% |
| 6M | +126.0% | +13.6% | +112.4% | +94.7% |
| YTD | +15.6% | +12.7% | +3.0% | +0.8% |
| 1Y | -29.7% | +17.5% | -47.2% | -42.1% |
| 3Y | +201.7% | +76.9% | +124.8% | +45.2% |
| 5Y | -47.1% | +83.6% | -130.7% | -76.3% |
| All | -58.9% | +180.7% | -239.6% | -91.8% |
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 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