-30.9%
XNET vs SPY
+311.6%
-342.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -4.4% | -5.2% | -4.1% |
| 7D | -12.6% | -4.7% | -7.9% | -6.8% |
| 30D | -33.3% | -5.9% | -27.3% | -27.7% |
| 3M | -38.1% | -4.5% | -33.6% | -34.1% |
| 6M | -48.0% | +1.8% | -49.7% | -48.6% |
| YTD | -55.1% | +8.3% | -63.5% | -58.9% |
| 1Y | -61.4% | +9.3% | -70.8% | -64.9% |
| 3Y | +112.0% | +74.9% | +37.1% | +9.5% |
| 5Y | +10.4% | +67.3% | -56.9% | -38.8% |
| All | -30.9% | +311.6% | -342.4% | -85.5% |
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