+17.5%
XONE vs SPY
+107.3%
-89.8%
-0.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | -0.1% | -2.0% | +1.9% | -0.1% |
| 30D | +0.1% | -1.7% | +1.8% | +0.1% |
| 3M | +0.7% | +4.7% | -4.0% | +0.7% |
| 6M | +1.4% | +12.5% | -11.1% | +1.4% |
| YTD | +1.9% | +11.7% | -9.8% | +1.9% |
| 1Y | +3.1% | +17.5% | -14.3% | +3.2% |
| 3Y | +13.9% | +76.6% | -62.7% | +14.1% |
| All | +17.5% | +107.3% | -89.8% | +17.7% |
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