+1,745.5%
XSD vs SPY
+765.9%
+979.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.5% |
| 7D | -3.2% | -0.6% | -2.6% | -2.1% |
| 30D | -16.6% | -3.7% | -12.9% | -11.7% |
| 3M | -16.1% | -2.7% | -13.4% | -12.2% |
| 6M | -20.4% | +2.2% | -22.6% | -20.7% |
| YTD | +37.2% | +10.8% | +26.3% | +24.3% |
| 1Y | +32.1% | +11.2% | +20.8% | +19.5% |
| 3Y | +139.8% | +76.5% | +63.3% | +30.3% |
| 5Y | +92.1% | +72.9% | +19.2% | +11.8% |
| 10Y | +813.1% | +304.8% | +508.3% | +118.6% |
| All | +1,745.5% | +765.9% | +979.6% | +99.1% |
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