-22.9%
XSHD vs SPY
+74.0%
-96.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | -2.4% | +3.3% | -5.7% | -4.7% |
| 30D | +1.1% | -2.7% | +3.8% | +2.9% |
| 3M | -8.2% | -1.7% | -6.5% | -7.3% |
| 6M | -1.5% | +3.1% | -4.6% | -4.2% |
| YTD | +5.5% | +11.9% | -6.4% | -3.5% |
| 1Y | +6.6% | +12.0% | -5.4% | -2.6% |
| 3Y | +8.2% | +78.2% | -70.0% | -31.8% |
| 5Y | -22.9% | +73.2% | -96.1% | -51.7% |
| All | -22.9% | +74.0% | -96.9% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling