+1,039.9%
XNTK vs SPY
+737.1%
+302.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.7% |
| 7D | +3.4% | -0.4% | +3.8% | +3.8% |
| 30D | +0.8% | -1.4% | +2.2% | +2.5% |
| 3M | +1.3% | +3.7% | -2.4% | -2.4% |
| 6M | +34.6% | +13.0% | +21.6% | +17.9% |
| YTD | +31.0% | +12.4% | +18.6% | +15.6% |
| 1Y | +45.4% | +18.5% | +26.8% | +21.0% |
| 3Y | +154.3% | +77.6% | +76.7% | +35.3% |
| 5Y | +126.7% | +81.7% | +45.0% | +21.3% |
| 10Y | +764.1% | +319.7% | +444.4% | +85.7% |
| All | +1,039.9% | +737.1% | +302.8% | +40.0% |
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