+556.7%
XSVM vs SPY
+833.0%
-276.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.8% |
| 7D | +1.5% | +0.5% | +0.9% | +0.9% |
| 30D | -1.6% | -0.9% | -0.6% | -0.6% |
| 3M | +4.3% | +3.9% | +0.4% | 0.0% |
| 6M | +18.0% | +14.5% | +3.5% | +2.3% |
| YTD | +23.0% | +12.9% | +10.1% | +8.2% |
| 1Y | +23.0% | +19.4% | +3.6% | +2.0% |
| 3Y | +53.7% | +78.5% | -24.8% | -16.1% |
| 5Y | +53.4% | +81.8% | -28.3% | -18.1% |
| 10Y | +214.8% | +311.5% | -96.7% | -28.7% |
| All | +556.7% | +833.0% | -276.3% | -38.2% |
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