+314.9%
XHE vs SPY
+676.1%
-361.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.5% |
| 7D | -1.8% | +0.5% | -2.3% | -2.3% |
| 30D | -0.6% | -0.9% | +0.3% | +0.3% |
| 3M | +13.9% | +3.9% | +10.0% | +9.7% |
| 6M | +12.0% | +14.5% | -2.5% | -1.4% |
| YTD | +4.6% | +12.9% | -8.3% | -6.7% |
| 1Y | +12.1% | +19.4% | -7.3% | -5.1% |
| 3Y | +12.1% | +78.5% | -66.4% | -34.9% |
| 5Y | -30.4% | +81.8% | -112.1% | -59.9% |
| 10Y | +78.3% | +311.5% | -233.2% | -49.6% |
| All | +314.9% | +676.1% | -361.2% | -32.9% |
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