-99.4%
XOS vs SPY
+122.4%
-221.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -25.3% | -0.4% | -25.0% | -25.0% |
| 7D | -29.6% | +2.6% | -32.2% | -31.3% |
| 30D | -42.0% | -2.0% | -40.1% | -40.7% |
| 3M | -33.7% | -2.8% | -30.9% | -32.0% |
| 6M | -15.8% | +2.1% | -17.9% | -18.1% |
| YTD | -5.5% | +11.5% | -17.0% | -16.4% |
| 1Y | -32.1% | +13.5% | -45.6% | -41.1% |
| 3Y | -86.1% | +77.7% | -163.8% | -92.8% |
| 5Y | -98.7% | +72.6% | -171.3% | -99.3% |
| All | -99.4% | +122.4% | -221.9% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling