+65.7%
XRN vs SPY
+336.4%
-270.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | +5.9% | +0.1% | +5.8% | +5.8% |
| 3M | +4.6% | +2.0% | +2.6% | +2.3% |
| 6M | +5.4% | +13.0% | -7.6% | -5.6% |
| YTD | +13.4% | +13.5% | -0.1% | +1.0% |
| 1Y | +5.9% | +20.0% | -14.0% | -10.4% |
| 3Y | -0.6% | +77.2% | -77.8% | -41.6% |
| 5Y | -29.0% | +81.9% | -110.8% | -59.5% |
| 10Y | +56.1% | +314.1% | -257.9% | -56.1% |
| All | +65.7% | +336.4% | -270.6% | -54.4% |
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