-76.4%
XNET vs SPY
+380.8%
-457.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +1.1% |
| 7D | -3.0% | -0.7% | -2.3% | -2.2% |
| 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% | -47.7% |
| YTD | -50.4% | +13.3% | -63.7% | -56.8% |
| 1Y | -56.4% | +14.8% | -71.2% | -62.5% |
| 3Y | +134.7% | +82.9% | +51.8% | +19.8% |
| 5Y | +20.5% | +75.6% | -55.0% | -34.5% |
| 10Y | -21.3% | +330.5% | -351.8% | -80.2% |
| All | -76.4% | +380.8% | -457.2% | -94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling