+120.2%
XSHQ vs SPY
+277.0%
-156.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -0.8% |
| 7D | +0.7% | +0.5% | +0.2% | +0.2% |
| 30D | -3.6% | -0.9% | -2.7% | -2.8% |
| 3M | +4.2% | +3.9% | +0.3% | +0.6% |
| 6M | +12.2% | +14.5% | -2.4% | -1.0% |
| YTD | +13.6% | +12.9% | +0.7% | +1.6% |
| 1Y | +8.9% | +19.4% | -10.4% | -7.5% |
| 3Y | +36.7% | +78.5% | -41.7% | -19.2% |
| 5Y | +40.2% | +81.8% | -41.5% | -18.7% |
| All | +120.2% | +277.0% | -156.8% | -19.0% |
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