+533.2%
XPH vs SPY
+790.2%
-257.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.2% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | +1.3% | +0.1% | +1.2% | +1.2% |
| 3M | +22.6% | +2.0% | +20.7% | +20.5% |
| 6M | +25.6% | +13.0% | +12.5% | +13.8% |
| YTD | +26.9% | +13.5% | +13.4% | +14.5% |
| 1Y | +51.0% | +20.0% | +31.0% | +30.3% |
| 3Y | +66.5% | +77.2% | -10.6% | +4.7% |
| 5Y | +54.7% | +81.9% | -27.2% | -5.5% |
| 10Y | +76.0% | +314.1% | -238.1% | -43.9% |
| All | +533.2% | +790.2% | -257.0% | +15.4% |
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 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