-15.8%
XPL vs SPY
+311.3%
-327.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.5% | +9.0% | +8.8% |
| 7D | -16.9% | +0.5% | -17.4% | -17.3% |
| 30D | -16.9% | -0.9% | -15.9% | -16.4% |
| 3M | -19.0% | +3.9% | -22.9% | -21.1% |
| 6M | -22.0% | +14.5% | -36.5% | -28.8% |
| YTD | -8.6% | +12.9% | -21.5% | -15.7% |
| 1Y | -22.9% | +19.4% | -42.3% | -31.4% |
| 3Y | +8.5% | +78.5% | -70.0% | -26.5% |
| 5Y | +18.5% | +81.8% | -63.2% | -21.7% |
| 10Y | -15.8% | +311.5% | -327.3% | -60.3% |
| All | -15.8% | +311.3% | -327.1% | -60.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling