+68.8%
XMPT vs SPY
+645.4%
-576.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -3.0% | +2.6% | -5.5% | -3.4% |
| 30D | +3.7% | -2.0% | +5.7% | +4.1% |
| 3M | -8.1% | -2.8% | -5.3% | -7.7% |
| 6M | -6.9% | +2.1% | -9.1% | -7.4% |
| YTD | -5.3% | +11.5% | -16.8% | -7.3% |
| 1Y | -5.2% | +13.5% | -18.6% | -7.4% |
| 3Y | +20.0% | +77.7% | -57.7% | +7.7% |
| 5Y | -14.0% | +72.6% | -86.6% | -22.9% |
| 10Y | +21.9% | +308.2% | -286.2% | -3.1% |
| All | +68.8% | +645.4% | -576.6% | +29.2% |
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