+216.2%
XMVM vs SPY
+313.2%
-97.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | +1.9% | +0.1% | +1.8% | +1.8% |
| 30D | +1.5% | +0.1% | +1.4% | +1.4% |
| 3M | +9.3% | +2.0% | +7.3% | +6.8% |
| 6M | +13.9% | +13.0% | +0.8% | -0.1% |
| YTD | +19.5% | +13.5% | +6.0% | +4.3% |
| 1Y | +24.9% | +20.0% | +5.0% | +2.8% |
| 3Y | +66.1% | +77.2% | -11.0% | -9.2% |
| 5Y | +77.2% | +81.9% | -4.7% | -5.6% |
| All | +216.2% | +313.2% | -97.0% | -25.7% |
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