+141.6%
XSOE vs SPY
+345.3%
-203.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.4% |
| 7D | +2.6% | +0.5% | +2.1% | +2.1% |
| 30D | +4.0% | -0.9% | +4.9% | +4.8% |
| 3M | +4.1% | +3.9% | +0.2% | +1.2% |
| 6M | +20.2% | +14.5% | +5.6% | +8.8% |
| YTD | +25.3% | +12.9% | +12.4% | +14.7% |
| 1Y | +36.0% | +19.4% | +16.7% | +19.4% |
| 3Y | +85.6% | +78.5% | +7.2% | +18.4% |
| 5Y | +34.2% | +81.8% | -47.6% | -16.2% |
| 10Y | +139.8% | +311.5% | -171.7% | -12.1% |
| All | +141.6% | +345.3% | -203.8% | -14.6% |
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