+916.1%
XSD vs SPY
+311.3%
+604.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.5% | +1.8% |
| 7D | +4.9% | +0.5% | +4.3% | +3.9% |
| 30D | -8.9% | -0.9% | -8.0% | -7.5% |
| 3M | -16.8% | +3.9% | -20.7% | -20.8% |
| 6M | +54.2% | +14.5% | +39.7% | +27.7% |
| YTD | +54.4% | +12.9% | +41.4% | +30.9% |
| 1Y | +69.5% | +19.4% | +50.1% | +33.1% |
| 3Y | +146.1% | +78.5% | +67.6% | +12.8% |
| 5Y | +148.8% | +81.8% | +67.1% | +16.0% |
| 10Y | +916.1% | +311.5% | +604.5% | +60.4% |
| All | +916.1% | +311.3% | +604.8% | +60.4% |
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 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