-82.0%
XRAY vs SPY
+315.0%
-397.0%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.5% | -1.3% |
| 7D | -3.6% | +0.1% | -3.7% | -3.6% |
| 30D | +8.0% | -3.3% | +11.4% | +11.4% |
| 3M | -21.3% | -2.4% | -18.9% | -19.6% |
| 6M | -13.3% | +2.6% | -15.8% | -15.5% |
| YTD | -16.5% | +11.2% | -27.8% | -24.0% |
| 1Y | -13.4% | +13.4% | -26.8% | -22.5% |
| 3Y | -62.2% | +79.9% | -142.1% | -77.3% |
| 5Y | -81.0% | +72.2% | -153.2% | -88.3% |
| 10Y | -82.0% | +307.3% | -389.4% | -95.1% |
| All | -82.0% | +315.0% | -397.0% | -95.1% |
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 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