-15.8%
XSHD vs SPY
+81.0%
-96.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -0.9% |
| 7D | -2.3% | -0.4% | -1.9% | -2.0% |
| 30D | -1.8% | -1.4% | -0.5% | -0.9% |
| 3M | +2.3% | +3.7% | -1.4% | -0.5% |
| 6M | +7.0% | +13.0% | -6.0% | -2.5% |
| YTD | +12.3% | +12.4% | -0.1% | +2.7% |
| 1Y | +7.0% | +18.5% | -11.5% | -6.1% |
| 3Y | +8.8% | +77.6% | -68.8% | -30.8% |
| 5Y | -15.8% | +81.7% | -97.5% | -48.4% |
| All | -15.8% | +81.0% | -96.8% | -48.4% |
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