+126.5%
XNTK vs SPY
+82.3%
+44.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +0.3% |
| 7D | +0.1% | -0.8% | +0.9% | +1.3% |
| 30D | -0.8% | -1.1% | +0.3% | +0.8% |
| 3M | -1.2% | +3.9% | -5.1% | -6.2% |
| 6M | +33.4% | +13.6% | +19.8% | +11.8% |
| YTD | +30.3% | +12.7% | +17.7% | +10.8% |
| 1Y | +41.2% | +17.5% | +23.7% | +13.4% |
| 3Y | +150.2% | +76.9% | +73.3% | +12.8% |
| All | +126.5% | +82.3% | +44.3% | +2.3% |
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