+201.7%
XGN vs SPY
+77.0%
+124.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | -0.4% |
| 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% | +95.6% |
| YTD | +15.6% | +12.7% | +3.0% | +1.2% |
| 1Y | -29.7% | +17.5% | -47.2% | -41.4% |
| 3Y | +201.7% | +76.9% | +124.8% | +61.6% |
| All | +201.7% | +77.0% | +124.7% | +61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling