+308.3%
XITK vs SPY
+377.1%
-68.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -0.9% |
| 7D | -0.4% | -0.4% | -0.1% | 0.0% |
| 30D | -5.1% | -1.4% | -3.7% | -3.4% |
| 3M | +2.2% | +3.7% | -1.5% | -2.0% |
| 6M | +23.2% | +13.0% | +10.2% | +6.8% |
| YTD | +8.1% | +12.4% | -4.3% | -5.3% |
| 1Y | +1.3% | +18.5% | -17.2% | -16.7% |
| 3Y | +46.2% | +77.6% | -31.4% | -24.7% |
| 5Y | -15.5% | +81.7% | -97.1% | -56.0% |
| 10Y | +231.0% | +319.7% | -88.7% | -21.7% |
| All | +308.3% | +377.1% | -68.8% | -11.6% |
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 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