+20.4%
XRN vs SPY
+330.0%
-309.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.1% |
| 7D | -10.5% | +3.3% | -13.8% | -13.1% |
| 30D | -18.2% | -2.7% | -15.5% | -16.4% |
| 3M | -25.7% | -1.7% | -23.9% | -24.7% |
| 6M | -19.7% | +3.1% | -22.8% | -22.2% |
| YTD | -17.6% | +11.9% | -29.5% | -25.9% |
| 1Y | -11.9% | +12.0% | -23.9% | -20.8% |
| 3Y | -26.2% | +78.2% | -104.4% | -57.0% |
| 5Y | -51.6% | +73.2% | -124.8% | -71.2% |
| 10Y | +53.2% | +309.6% | -256.5% | -56.3% |
| All | +20.4% | +330.0% | -309.7% | -66.5% |
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