+5.9%
XMTR vs SPY
+92.9%
-87.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | +0.1% |
| 7D | -1.7% | +0.1% | -1.8% | -1.9% |
| 30D | +0.2% | +0.1% | +0.2% | +0.4% |
| 3M | +11.9% | +2.0% | +9.9% | +8.8% |
| 6M | +106.9% | +13.0% | +93.9% | +71.3% |
| YTD | +55.6% | +13.5% | +42.0% | +28.2% |
| 1Y | +88.2% | +20.0% | +68.3% | +42.3% |
| 3Y | +356.3% | +77.2% | +279.1% | +98.9% |
| 5Y | +29.1% | +81.9% | -52.8% | -44.1% |
| All | +5.9% | +92.9% | -87.0% | -52.9% |
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 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