-86.1%
XPL vs SPY
+736.0%
-822.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -0.4% | -7.4% | -7.5% |
| 7D | -3.7% | +3.3% | -7.0% | -5.2% |
| 30D | -22.3% | -2.7% | -19.6% | -21.2% |
| 3M | -43.2% | -1.7% | -41.5% | -42.6% |
| 6M | -49.1% | +3.1% | -52.2% | -49.8% |
| YTD | -36.7% | +11.9% | -48.6% | -40.0% |
| 1Y | -29.7% | +12.0% | -41.7% | -33.4% |
| 3Y | -13.1% | +78.2% | -91.3% | -34.4% |
| 5Y | -16.4% | +73.2% | -89.7% | -36.5% |
| 10Y | -32.9% | +309.6% | -342.5% | -64.0% |
| All | -86.1% | +736.0% | -822.1% | -94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling