+185.4%
XNET vs SPY
+77.4%
+108.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.1% |
| 7D | -2.6% | +0.1% | -2.7% | -2.7% |
| 30D | -5.1% | +0.1% | -5.1% | -5.0% |
| 3M | -1.8% | +2.0% | -3.8% | -3.9% |
| 6M | -14.7% | +13.0% | -27.7% | -26.0% |
| YTD | -31.2% | +13.5% | -44.7% | -40.4% |
| 1Y | -33.3% | +20.0% | -53.3% | -45.0% |
| All | +185.4% | +77.4% | +108.0% | +84.5% |
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 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 · 6 months rolling