-27.3%
XPL vs SPY
+311.8%
-339.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +3.4% |
| 7D | +2.1% | -0.9% | +3.0% | +2.7% |
| 30D | -14.3% | -2.4% | -11.9% | -12.8% |
| 3M | -39.2% | -1.2% | -38.1% | -38.7% |
| 6M | -43.5% | +3.3% | -46.8% | -44.7% |
| YTD | -31.4% | +12.3% | -43.7% | -36.5% |
| 1Y | -22.6% | +12.4% | -35.0% | -28.4% |
| 3Y | -5.9% | +78.8% | -84.7% | -36.4% |
| 5Y | -9.4% | +75.2% | -84.6% | -38.7% |
| 10Y | -27.3% | +311.1% | -338.4% | -61.8% |
| All | -27.3% | +311.8% | -339.0% | -61.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling