-34.2%
XPL vs SPY
+315.0%
-349.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -3.7% |
| 7D | -2.0% | +0.1% | -2.1% | -2.2% |
| 30D | -15.8% | -3.3% | -12.5% | -13.8% |
| 3M | -37.7% | -2.4% | -35.2% | -36.6% |
| 6M | -42.9% | +2.6% | -45.4% | -43.8% |
| YTD | -31.4% | +11.2% | -42.7% | -36.1% |
| 1Y | -18.6% | +13.4% | -32.0% | -25.1% |
| 3Y | -4.0% | +79.9% | -83.9% | -35.4% |
| 5Y | -9.4% | +72.2% | -81.6% | -38.0% |
| 10Y | -34.2% | +307.3% | -341.6% | -62.0% |
| All | -34.2% | +315.0% | -349.3% | -62.0% |
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