+63.0%
XPH vs SPY
+75.5%
-12.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.4% |
| 7D | -4.3% | -2.0% | -2.3% | -2.8% |
| 30D | -2.5% | -1.7% | -0.8% | -1.2% |
| 3M | +16.6% | +4.7% | +11.9% | +12.4% |
| 6M | +22.4% | +12.5% | +9.9% | +11.5% |
| YTD | +21.7% | +11.7% | +10.0% | +11.3% |
| 1Y | +44.7% | +17.5% | +27.2% | +27.4% |
| All | +63.0% | +75.5% | -12.5% | +0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling