+23.3%
XMTR vs SPY
+79.8%
-56.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | +0.2% |
| 7D | -8.8% | -2.0% | -6.8% | -5.5% |
| 30D | -7.2% | -1.7% | -5.5% | -4.2% |
| 3M | +3.0% | +4.7% | -1.7% | -4.2% |
| 6M | +105.7% | +12.5% | +93.2% | +71.3% |
| YTD | +42.7% | +11.7% | +31.0% | +20.5% |
| 1Y | +75.6% | +17.5% | +58.2% | +37.1% |
| 3Y | +337.8% | +76.6% | +261.3% | +89.2% |
| 5Y | +23.3% | +82.0% | -58.8% | -46.5% |
| All | +23.3% | +79.8% | -56.5% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling