-92.3%
XMAX vs SPY
+717.8%
-810.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | -5.5% | +0.1% | -5.5% | -5.5% |
| 3M | +1.4% | +2.0% | -0.6% | +0.5% |
| 6M | +39.6% | +13.0% | +26.6% | +31.9% |
| YTD | +43.8% | +13.5% | +30.3% | +35.5% |
| 1Y | +223.2% | +20.0% | +203.3% | +196.8% |
| 3Y | +216.1% | +77.2% | +138.9% | +140.7% |
| 5Y | -24.0% | +81.9% | -105.8% | -43.0% |
| 10Y | -72.4% | +314.1% | -386.4% | -82.6% |
| All | -92.3% | +717.8% | -810.1% | -89.0% |
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