+124.0%
XJR vs SPY
+158.2%
-34.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.8% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | -3.0% | +0.1% | -3.0% | -3.0% |
| 3M | +3.7% | +2.0% | +1.7% | +1.5% |
| 6M | +12.8% | +13.0% | -0.2% | -0.5% |
| YTD | +20.8% | +13.5% | +7.3% | +6.1% |
| 1Y | +20.9% | +20.0% | +1.0% | +0.5% |
| 3Y | +48.9% | +77.2% | -28.3% | -16.4% |
| 5Y | +37.3% | +81.9% | -44.6% | -24.8% |
| All | +124.0% | +158.2% | -34.2% | -11.3% |
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