+640.0%
XMTR vs SPY
+79.4%
+560.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | 0.0% |
| 7D | +7.9% | -0.9% | +8.8% | +9.8% |
| 30D | +13.4% | -2.4% | +15.8% | +19.7% |
| 3M | +33.9% | -1.2% | +35.1% | +38.3% |
| 6M | +51.7% | +3.3% | +48.4% | +43.9% |
| YTD | +105.9% | +12.3% | +93.6% | +67.3% |
| 1Y | +86.7% | +12.4% | +74.3% | +52.3% |
| All | +640.0% | +79.4% | +560.6% | +91.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling