-79.6%
XRAY vs SPY
+82.0%
-161.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.1% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | -17.4% | +0.1% | -17.5% | -17.4% |
| 3M | +15.2% | +2.0% | +13.2% | +12.9% |
| 6M | -15.3% | +13.0% | -28.3% | -24.4% |
| YTD | -0.4% | +13.5% | -14.0% | -11.3% |
| 1Y | -18.4% | +20.0% | -38.3% | -30.6% |
| 3Y | -67.1% | +77.2% | -144.2% | -79.9% |
| All | -79.6% | +82.0% | -161.7% | -88.3% |
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