+7.6%
XNDU vs SPY
+16.4%
-8.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.9% | -7.9% |
| 7D | -11.3% | -0.8% | -10.6% | -8.3% |
| 30D | -18.8% | -1.1% | -17.8% | -14.6% |
| 3M | -30.8% | +3.9% | -34.7% | -41.5% |
| All | +7.6% | +16.4% | -8.8% | -23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling