-15.7%
XPL vs SPY
+72.1%
-87.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.0% |
| 7D | -12.2% | +2.6% | -14.8% | -13.7% |
| 30D | -18.9% | -2.0% | -16.9% | -17.8% |
| 3M | -44.9% | -2.8% | -42.1% | -43.8% |
| 6M | -53.3% | +2.1% | -55.4% | -53.8% |
| YTD | -38.6% | +11.5% | -50.1% | -42.6% |
| 1Y | -28.3% | +13.5% | -41.8% | -33.7% |
| 3Y | -15.7% | +77.7% | -93.4% | -40.2% |
| All | -15.7% | +72.1% | -87.8% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling