-2.1%
XMTR vs SPY
+90.9%
-93.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.5% | -7.0% | -6.6% |
| 7D | -7.2% | -0.4% | -6.8% | -6.6% |
| 30D | -5.5% | -1.4% | -4.1% | -3.0% |
| 3M | +5.6% | +3.7% | +1.9% | -0.1% |
| 6M | +95.3% | +13.0% | +82.3% | +61.9% |
| YTD | +43.9% | +12.4% | +31.5% | +20.7% |
| 1Y | +71.7% | +18.5% | +53.2% | +32.6% |
| 3Y | +341.6% | +77.6% | +264.0% | +92.5% |
| 5Y | +22.3% | +81.7% | -59.4% | -45.8% |
| All | -2.1% | +90.9% | -93.0% | -55.7% |
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