+141.8%
XLSR vs SPY
+185.5%
-43.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.5% |
| 7D | -1.9% | -2.7% | +0.8% | +0.8% |
| 30D | -5.6% | -5.4% | -0.2% | -0.1% |
| 3M | -3.4% | -4.1% | +0.6% | +0.7% |
| 6M | -1.0% | +0.7% | -1.7% | -1.6% |
| YTD | +2.9% | +8.7% | -5.7% | -5.2% |
| 1Y | +6.1% | +10.9% | -4.7% | -4.2% |
| 3Y | +55.3% | +75.0% | -19.6% | -11.1% |
| 5Y | +49.1% | +67.8% | -18.7% | -11.0% |
| All | +141.8% | +185.5% | -43.8% | -16.4% |
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