-31.0%
XPL vs SPY
+312.9%
-343.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.3% | +6.2% | +6.3% |
| 7D | +2.1% | -2.7% | +4.8% | +4.0% |
| 30D | -12.5% | -5.4% | -7.1% | -9.0% |
| 3M | -33.8% | -4.1% | -29.7% | -31.8% |
| 6M | -42.4% | +0.7% | -43.1% | -42.5% |
| YTD | -30.0% | +8.7% | -38.7% | -33.7% |
| 1Y | -21.0% | +10.9% | -31.8% | -26.1% |
| 3Y | -3.9% | +75.0% | -78.9% | -34.1% |
| 5Y | -7.5% | +67.8% | -75.3% | -35.5% |
| All | -31.0% | +312.9% | -343.8% | -58.7% |
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