+176.0%
XSLV vs SPY
+524.7%
-348.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | +0.4% | +2.6% | -2.2% | -1.7% |
| 30D | +5.4% | -2.0% | +7.4% | +6.9% |
| 3M | -3.7% | -2.8% | -1.0% | -1.7% |
| 6M | +6.3% | +2.1% | +4.1% | +3.7% |
| YTD | +12.8% | +11.5% | +1.3% | +2.0% |
| 1Y | +15.0% | +13.5% | +1.5% | +2.4% |
| 3Y | +40.1% | +77.7% | -37.6% | -16.5% |
| 5Y | +12.4% | +72.6% | -60.2% | -32.0% |
| 10Y | +60.4% | +308.2% | -247.7% | -54.9% |
| All | +176.0% | +524.7% | -348.8% | -45.0% |
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