+181.4%
XSLV vs SPY
+536.2%
-354.8%
-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% | +0.6% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | -2.2% | +0.1% | -2.3% | -2.3% |
| 3M | +6.6% | +2.0% | +4.6% | +4.5% |
| 6M | +7.5% | +13.0% | -5.5% | -3.5% |
| YTD | +15.0% | +13.5% | +1.4% | +2.7% |
| 1Y | +13.2% | +20.0% | -6.8% | -3.7% |
| 3Y | +36.1% | +77.2% | -41.1% | -18.4% |
| 5Y | +21.2% | +81.9% | -60.6% | -29.9% |
| 10Y | +68.3% | +314.1% | -245.7% | -53.1% |
| All | +181.4% | +536.2% | -354.8% | -44.6% |
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