+69.5%
XSD vs SPY
+19.4%
+50.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.5% | +2.3% |
| 7D | +4.9% | +0.5% | +4.3% | +3.3% |
| 30D | -8.9% | -0.9% | -8.0% | -6.7% |
| 3M | -16.8% | +3.9% | -20.7% | -23.6% |
| 6M | +54.2% | +14.5% | +39.7% | +16.2% |
| YTD | +54.4% | +12.9% | +41.4% | +19.8% |
| 1Y | +69.5% | +19.4% | +50.1% | +19.3% |
| All | +69.5% | +19.4% | +50.1% | +19.3% |
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