+151.1%
XMAX vs SPY
+78.1%
+73.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.4% | -9.7% | -9.8% |
| 7D | +10.7% | +2.6% | +8.1% | +9.2% |
| 30D | -29.9% | -2.0% | -27.9% | -28.7% |
| 3M | -33.6% | -2.8% | -30.9% | -32.2% |
| 6M | -29.1% | +2.1% | -31.2% | -29.1% |
| YTD | -1.7% | +11.5% | -13.2% | -5.6% |
| 1Y | +7.3% | +13.5% | -6.2% | +2.0% |
| 3Y | +151.1% | +77.7% | +73.4% | +16.1% |
| All | +151.1% | +78.1% | +73.0% | +16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling