+1,763.0%
XSD vs SPY
+769.1%
+993.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.4% | +4.6% | +3.9% |
| 7D | +1.0% | +0.1% | +1.0% | +1.4% |
| 30D | -15.8% | -3.3% | -12.4% | -11.3% |
| 3M | -18.3% | -2.4% | -15.9% | -14.8% |
| 6M | -19.7% | +2.6% | -22.3% | -20.3% |
| YTD | +38.5% | +11.2% | +27.2% | +24.9% |
| 1Y | +36.4% | +13.4% | +23.0% | +20.5% |
| 3Y | +153.1% | +79.9% | +73.2% | +34.4% |
| 5Y | +88.6% | +72.2% | +16.4% | +10.3% |
| 10Y | +801.6% | +307.3% | +494.2% | +114.2% |
| All | +1,763.0% | +769.1% | +993.9% | +100.0% |
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