+210.8%
XMVM vs SPY
+315.0%
-104.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | -0.2% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | +3.7% | -3.3% | +7.0% | +7.1% |
| 3M | -0.3% | -2.4% | +2.1% | +1.9% |
| 6M | +7.5% | +2.6% | +5.0% | +4.1% |
| YTD | +16.8% | +11.2% | +5.6% | +3.8% |
| 1Y | +24.1% | +13.4% | +10.7% | +8.1% |
| 3Y | +78.1% | +79.9% | -1.8% | -4.5% |
| 5Y | +64.1% | +72.2% | -8.1% | -7.8% |
| 10Y | +210.8% | +307.3% | -96.5% | -26.6% |
| All | +210.8% | +315.0% | -104.2% | -26.6% |
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