+125.6%
XNET vs SPY
+82.6%
+43.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +1.0% |
| 7D | -3.0% | -0.7% | -2.3% | -2.1% |
| 30D | -26.5% | -1.0% | -25.5% | -25.5% |
| 3M | -34.2% | -0.3% | -33.9% | -33.8% |
| 6M | -43.5% | +7.3% | -50.8% | -48.0% |
| YTD | -50.4% | +13.3% | -63.7% | -57.0% |
| 1Y | -56.4% | +14.8% | -71.2% | -62.8% |
| All | +125.6% | +82.6% | +43.1% | +83.8% |
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 · 6 months rolling