-96.0%
XLO vs SPY
+77.6%
-173.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.4% | +2.0% | +2.3% |
| 7D | +12.6% | +0.1% | +12.6% | +12.5% |
| 30D | -0.6% | -3.3% | +2.8% | +2.6% |
| 3M | -1.9% | -2.4% | +0.6% | +0.3% |
| 6M | +16.3% | +2.6% | +13.7% | +13.6% |
| YTD | +0.4% | +11.2% | -10.8% | -9.0% |
| 1Y | -20.3% | +13.4% | -33.7% | -29.0% |
| 3Y | -59.8% | +79.9% | -139.7% | -77.3% |
| 5Y | -97.3% | +72.2% | -169.5% | -98.3% |
| All | -96.0% | +77.6% | -173.6% | -97.8% |
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