+55.4%
XRN vs SPY
+311.8%
-256.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.1% |
| 7D | -14.7% | -0.9% | -13.8% | -14.1% |
| 30D | -19.1% | -2.4% | -16.8% | -17.6% |
| 3M | -22.1% | -1.2% | -20.9% | -21.4% |
| 6M | -17.1% | +3.3% | -20.4% | -19.9% |
| YTD | -16.4% | +12.3% | -28.7% | -25.0% |
| 1Y | -12.2% | +12.4% | -24.6% | -21.4% |
| 3Y | -25.1% | +78.8% | -103.9% | -56.5% |
| 5Y | -50.9% | +75.2% | -126.1% | -71.1% |
| 10Y | +55.4% | +311.1% | -255.7% | -54.3% |
| All | +55.4% | +311.8% | -256.3% | -54.3% |
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 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