-67.3%
XNDU vs SPY
+17.1%
-84.4%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -10.0% |
| 7D | -18.4% | -0.7% | -17.7% | -15.6% |
| 30D | -42.0% | -1.0% | -41.0% | -38.5% |
| 3M | -77.4% | -0.3% | -77.1% | -76.6% |
| 6M | -81.3% | +7.3% | -88.6% | -85.7% |
| All | -67.3% | +17.1% | -84.4% | -77.1% |
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