-5.0%
XMPT vs SPY
+11.8%
-16.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -1.3% | +3.3% | -4.6% | -2.2% |
| 30D | +3.5% | -2.7% | +6.1% | +4.2% |
| 3M | -7.0% | -1.7% | -5.3% | -6.6% |
| 6M | -6.8% | +3.1% | -9.9% | -7.7% |
| YTD | -4.9% | +11.9% | -16.8% | -9.0% |
| 1Y | -5.0% | +12.0% | -17.0% | -9.0% |
| All | -5.0% | +11.8% | -16.7% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling