+251.3%
XMLV vs SPY
+527.0%
-275.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.3% |
| 7D | +0.4% | +3.3% | -2.9% | -2.1% |
| 30D | +4.3% | -2.7% | +7.0% | +6.2% |
| 3M | -1.2% | -1.7% | +0.6% | -0.1% |
| 6M | +4.0% | +3.1% | +0.9% | +1.0% |
| YTD | +9.7% | +11.9% | -2.2% | -0.3% |
| 1Y | +8.7% | +12.0% | -3.3% | -1.3% |
| 3Y | +47.0% | +78.2% | -31.2% | -9.1% |
| 5Y | +33.1% | +73.2% | -40.2% | -16.7% |
| 10Y | +116.4% | +309.6% | -193.2% | -33.8% |
| All | +251.3% | +527.0% | -275.7% | -22.3% |
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