-98.7%
XOS vs SPY
+82.0%
-180.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +3.1% |
| 7D | -9.2% | +0.1% | -9.3% | -9.4% |
| 30D | +3.4% | +0.1% | +3.3% | +2.6% |
| 3M | -42.2% | +2.0% | -44.2% | -43.5% |
| 6M | +44.5% | +13.0% | +31.5% | +24.3% |
| YTD | +68.5% | +13.5% | +55.0% | +44.6% |
| 1Y | +32.6% | +20.0% | +12.6% | +7.2% |
| 3Y | -62.9% | +77.2% | -140.1% | -81.7% |
| All | -98.7% | +82.0% | -180.7% | -99.4% |
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 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