+117.3%
XSHQ vs SPY
+275.3%
-158.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -0.9% |
| 7D | -1.8% | -0.4% | -1.4% | -1.4% |
| 30D | -3.9% | -1.4% | -2.5% | -2.6% |
| 3M | +2.0% | +3.7% | -1.8% | -1.4% |
| 6M | +10.4% | +13.0% | -2.6% | -1.3% |
| YTD | +12.1% | +12.4% | -0.3% | +0.6% |
| 1Y | +8.6% | +18.5% | -9.9% | -7.1% |
| 3Y | +34.9% | +77.6% | -42.8% | -20.0% |
| 5Y | +38.2% | +81.7% | -43.4% | -19.8% |
| All | +117.3% | +275.3% | -158.0% | -19.8% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling