+50.2%
XPH vs SPY
+82.3%
-32.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.4% |
| 7D | -4.8% | -0.8% | -4.1% | -4.3% |
| 30D | -3.3% | -1.1% | -2.2% | -2.5% |
| 3M | +13.1% | +3.9% | +9.2% | +9.6% |
| 6M | +21.9% | +13.6% | +8.3% | +10.3% |
| YTD | +20.8% | +12.7% | +8.1% | +9.9% |
| 1Y | +42.7% | +17.5% | +25.2% | +25.7% |
| 3Y | +61.8% | +76.9% | -15.1% | +3.4% |
| All | +50.2% | +82.3% | -32.1% | -6.7% |
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