+217.9%
XNCR vs SPY
+20.8%
+197.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.4% |
| 7D | +2.1% | +0.1% | +2.0% | +1.9% |
| 30D | +34.1% | +0.1% | +34.1% | +33.9% |
| 3M | +121.6% | +2.0% | +119.6% | +115.3% |
| 6M | +108.9% | +13.0% | +95.9% | +73.5% |
| YTD | +73.8% | +13.5% | +60.3% | +42.7% |
| 1Y | +217.9% | +20.0% | +198.0% | +132.8% |
| All | +217.9% | +20.8% | +197.1% | +132.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling