+20.5%
XNET vs SPY
+76.2%
-55.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +0.9% |
| 7D | -3.0% | -0.7% | -2.3% | -2.1% |
| 30D | -26.5% | -1.0% | -25.5% | -25.4% |
| 3M | -34.2% | -0.3% | -33.9% | -33.8% |
| 6M | -43.5% | +7.3% | -50.8% | -48.2% |
| YTD | -50.4% | +13.3% | -63.7% | -57.4% |
| 1Y | -56.4% | +14.8% | -71.2% | -63.1% |
| 3Y | +134.7% | +82.9% | +51.8% | +11.9% |
| 5Y | +20.5% | +75.6% | -55.0% | -36.7% |
| All | +20.5% | +76.2% | -55.6% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling