+116.5%
XJH vs SPY
+155.6%
-39.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.5% |
| 7D | -0.8% | -0.4% | -0.4% | -0.4% |
| 30D | -4.2% | -1.4% | -2.8% | -2.8% |
| 3M | 0.0% | +3.7% | -3.8% | -3.7% |
| 6M | +8.9% | +13.0% | -4.1% | -4.0% |
| YTD | +13.1% | +12.4% | +0.7% | +0.3% |
| 1Y | +15.4% | +18.5% | -3.2% | -3.0% |
| 3Y | +49.4% | +77.6% | -28.3% | -17.1% |
| 5Y | +44.0% | +81.7% | -37.7% | -21.8% |
| All | +116.5% | +155.6% | -39.2% | -13.7% |
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