-80.3%
XMAX vs SPY
+322.5%
-402.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.4% |
| 7D | -0.9% | -0.8% | -0.2% | -0.5% |
| 30D | -4.0% | -1.1% | -3.0% | -3.4% |
| 3M | -0.9% | +3.9% | -4.8% | -3.2% |
| 6M | +37.2% | +13.6% | +23.6% | +26.8% |
| YTD | +42.5% | +12.7% | +29.8% | +32.1% |
| 1Y | +72.7% | +17.5% | +55.2% | +56.0% |
| 3Y | +206.5% | +76.9% | +129.5% | +110.6% |
| 5Y | -24.3% | +83.6% | -107.9% | -49.4% |
| All | -80.3% | +322.5% | -402.8% | -92.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling