-59.3%
XGN vs SPY
+178.4%
-237.6%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.6% | -4.1% | -3.8% |
| 7D | -7.6% | -2.0% | -5.6% | -4.9% |
| 30D | +3.0% | -1.7% | +4.6% | +5.4% |
| 3M | +66.3% | +4.7% | +61.6% | +57.8% |
| 6M | +114.5% | +12.5% | +102.0% | +87.2% |
| YTD | +14.6% | +11.7% | +2.9% | +1.1% |
| 1Y | -27.6% | +17.5% | -45.1% | -40.3% |
| 3Y | +191.6% | +76.6% | +115.1% | +40.7% |
| 5Y | -47.6% | +82.0% | -129.6% | -76.2% |
| All | -59.3% | +178.4% | -237.6% | -91.7% |
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 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