+617.9%
XMVM vs SPY
+815.8%
-197.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | -0.9% | -0.6% | -0.3% | -0.4% |
| 30D | +3.7% | -3.7% | +7.4% | +7.4% |
| 3M | -0.4% | -2.7% | +2.3% | +2.1% |
| 6M | +7.5% | +2.2% | +5.4% | +4.7% |
| YTD | +16.8% | +10.8% | +6.0% | +4.7% |
| 1Y | +23.6% | +11.2% | +12.3% | +10.3% |
| 3Y | +75.0% | +76.5% | -1.5% | -1.3% |
| 5Y | +65.5% | +72.9% | -7.5% | -4.4% |
| 10Y | +208.4% | +304.8% | -96.4% | -20.8% |
| All | +617.9% | +815.8% | -197.9% | -16.8% |
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