-74.7%
XRX vs SPY
+322.5%
-397.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.9% | +7.3% | +7.1% |
| 7D | +3.3% | -0.8% | +4.1% | +4.5% |
| 30D | +9.2% | -1.1% | +10.3% | +10.9% |
| 3M | -0.4% | +3.9% | -4.2% | -5.0% |
| 6M | +101.5% | +13.6% | +87.9% | +72.2% |
| YTD | +48.8% | +12.7% | +36.1% | +29.2% |
| 1Y | -3.1% | +17.5% | -20.6% | -19.5% |
| 3Y | -75.3% | +76.9% | -152.3% | -87.6% |
| 5Y | -77.5% | +83.6% | -161.0% | -89.1% |
| All | -74.7% | +322.5% | -397.2% | -95.7% |
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