+1,958.1%
XSD vs SPY
+787.1%
+1,171.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +3.2% |
| 7D | +2.0% | +0.1% | +1.9% | +1.8% |
| 30D | -3.5% | +0.1% | -3.5% | -3.5% |
| 3M | -23.7% | +2.0% | -25.7% | -24.6% |
| 6M | +45.1% | +13.0% | +32.1% | +26.8% |
| YTD | +53.0% | +13.5% | +39.4% | +33.1% |
| 1Y | +71.8% | +20.0% | +51.8% | +40.5% |
| 3Y | +131.1% | +77.2% | +54.0% | +23.8% |
| 5Y | +141.5% | +81.9% | +59.6% | +31.1% |
| 10Y | +884.4% | +314.1% | +570.4% | +126.7% |
| All | +1,958.1% | +787.1% | +1,171.0% | +113.1% |
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