+11.0%
XNCR vs SPY
+322.5%
-311.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | -0.4% |
| 7D | -8.3% | -0.8% | -7.5% | -7.4% |
| 30D | +5.3% | -1.1% | +6.4% | +6.6% |
| 3M | +101.9% | +3.9% | +98.0% | +91.8% |
| 6M | +102.7% | +13.6% | +89.1% | +73.1% |
| YTD | +59.4% | +12.7% | +46.8% | +37.6% |
| 1Y | +187.2% | +17.5% | +169.7% | +136.4% |
| 3Y | +14.4% | +76.9% | -62.5% | -41.0% |
| 5Y | -25.2% | +83.6% | -108.8% | -63.2% |
| All | +11.0% | +322.5% | -311.4% | -84.9% |
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 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