-11.4%
XSHD vs SPY
+293.3%
-304.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | -1.1% | +2.6% | -3.7% | -3.3% |
| 30D | +2.7% | -2.0% | +4.7% | +4.2% |
| 3M | -9.1% | -2.8% | -6.3% | -7.2% |
| 6M | -0.8% | +2.1% | -2.9% | -3.2% |
| YTD | +5.7% | +11.5% | -5.8% | -4.4% |
| 1Y | +7.5% | +13.5% | -6.0% | -4.3% |
| 3Y | +9.2% | +77.7% | -68.5% | -35.2% |
| 5Y | -22.7% | +72.6% | -95.3% | -53.3% |
| All | -11.4% | +293.3% | -304.7% | -74.8% |
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