-58.3%
XRX vs SPY
+14.6%
-72.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -4.9% | -7.3% |
| 7D | -57.7% | -0.7% | -57.0% | -56.5% |
| 30D | -60.9% | -1.0% | -59.9% | -59.5% |
| 3M | -63.2% | -0.3% | -62.8% | -62.5% |
| 6M | -53.9% | +7.3% | -61.2% | -60.7% |
| YTD | -48.4% | +13.3% | -61.7% | -58.7% |
| 1Y | -58.3% | +14.8% | -73.1% | -67.6% |
| All | -58.3% | +14.6% | -72.9% | -67.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling