-46.5%
XGN vs SPY
+82.3%
-128.7%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | -0.1% |
| 7D | -7.3% | -0.8% | -6.5% | -6.4% |
| 30D | +6.7% | -1.1% | +7.7% | +8.1% |
| 3M | +56.9% | +3.9% | +53.1% | +51.4% |
| 6M | +126.0% | +13.6% | +112.4% | +99.8% |
| YTD | +15.6% | +12.7% | +3.0% | +3.2% |
| 1Y | -29.7% | +17.5% | -47.2% | -39.9% |
| 3Y | +201.7% | +76.9% | +124.8% | +75.2% |
| All | -46.5% | +82.3% | -128.7% | -70.7% |
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