+15.2%
XMPT vs SPY
+318.9%
-303.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -2.7% | -2.0% | -0.7% | -2.3% |
| 30D | -4.8% | -1.7% | -3.1% | -4.4% |
| 3M | -5.0% | +4.7% | -9.7% | -6.0% |
| 6M | -5.0% | +12.5% | -17.5% | -7.6% |
| YTD | -2.6% | +11.7% | -14.3% | -5.1% |
| 1Y | +0.2% | +17.5% | -17.3% | -3.6% |
| 3Y | +21.0% | +76.6% | -55.6% | +5.1% |
| 5Y | -12.4% | +82.0% | -94.4% | -25.0% |
| All | +15.2% | +318.9% | -303.7% | -19.6% |
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