+58.6%
XRAY vs SPY
+3,056.6%
-2,998.0%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | -0.3% |
| 7D | -8.4% | -0.9% | -7.4% | -7.8% |
| 30D | +14.4% | -2.4% | +16.8% | +16.4% |
| 3M | -15.9% | -1.2% | -14.8% | -15.2% |
| 6M | -10.5% | +3.3% | -13.8% | -12.7% |
| YTD | -14.6% | +12.3% | -26.9% | -21.2% |
| 1Y | -9.8% | +12.4% | -22.3% | -16.8% |
| 3Y | -62.9% | +78.8% | -141.7% | -75.1% |
| 5Y | -80.1% | +75.2% | -155.3% | -86.5% |
| 10Y | -81.3% | +311.1% | -392.4% | -92.8% |
| All | +58.6% | +3,056.6% | -2,998.0% | -82.6% |
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