-81.5%
XPL vs SPY
+748.4%
-829.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.1% |
| 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% | -32.1% |
| 6M | -25.3% | +13.0% | -38.3% | -29.7% |
| YTD | -15.7% | +13.5% | -29.3% | -20.8% |
| 1Y | -29.8% | +20.0% | -49.7% | -35.7% |
| 3Y | +1.7% | +77.2% | -75.5% | -23.2% |
| 5Y | +5.4% | +81.9% | -76.5% | -22.0% |
| 10Y | -23.4% | +314.1% | -337.4% | -59.2% |
| All | -81.5% | +748.4% | -829.9% | -92.2% |
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