-87.7%
XHLD vs SPY
+28.6%
-116.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.6% | +0.9% | +14.7% | +13.7% |
| 7D | +35.6% | -0.8% | +36.4% | +38.0% |
| 30D | +134.2% | -1.1% | +135.3% | +139.5% |
| 3M | +927.0% | +3.9% | +923.2% | +817.7% |
| 6M | +735.3% | +13.6% | +721.7% | +488.1% |
| YTD | +961.9% | +12.7% | +949.2% | +667.1% |
| 1Y | +152.4% | +17.5% | +134.9% | +67.5% |
| All | -87.7% | +28.6% | -116.3% | -91.0% |
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