-22.4%
XPL vs SPY
+313.6%
-336.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.0% |
| 7D | -28.0% | +0.1% | -28.2% | -28.1% |
| 30D | -20.3% | +0.1% | -20.3% | -20.3% |
| 3M | -31.4% | +2.0% | -33.4% | -32.3% |
| 6M | -25.3% | +13.0% | -38.3% | -31.2% |
| YTD | -15.7% | +13.5% | -29.3% | -22.6% |
| 1Y | -29.8% | +20.0% | -49.7% | -37.7% |
| 3Y | +1.7% | +77.2% | -75.5% | -30.8% |
| 5Y | +5.4% | +81.9% | -76.5% | -30.4% |
| All | -22.4% | +313.6% | -336.0% | -63.6% |
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