-99.2%
XOS vs SPY
+116.1%
-215.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -4.4% | -6.8% | -6.9% |
| 7D | -10.2% | -4.7% | -5.5% | -5.7% |
| 30D | -28.3% | -5.9% | -22.4% | -23.6% |
| 3M | -19.3% | -4.5% | -14.8% | -15.8% |
| 6M | +32.2% | +1.8% | +30.4% | +28.5% |
| YTD | +31.5% | +8.3% | +23.2% | +19.6% |
| 1Y | -4.8% | +9.3% | -14.1% | -14.3% |
| 3Y | -68.6% | +74.9% | -143.5% | -83.5% |
| 5Y | -98.4% | +67.3% | -165.6% | -99.1% |
| All | -99.2% | +116.1% | -215.3% | -99.6% |
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