+150.3%
XLSR vs SPY
+198.3%
-48.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | -0.3% | +0.1% | -0.3% | -0.3% |
| 3M | -0.1% | +2.0% | -2.1% | -2.1% |
| 6M | +8.6% | +13.0% | -4.4% | -3.9% |
| YTD | +6.6% | +13.5% | -7.0% | -6.2% |
| 1Y | +14.1% | +20.0% | -5.9% | -4.9% |
| 3Y | +55.0% | +77.2% | -22.2% | -12.4% |
| 5Y | +56.7% | +81.9% | -25.2% | -13.9% |
| All | +150.3% | +198.3% | -48.1% | -17.3% |
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