+11.8%
XSW vs SPY
+67.0%
-55.2%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.4% | +1.0% | +2.4% |
| 7D | -4.1% | -4.7% | +0.6% | +2.1% |
| 30D | +1.3% | -5.9% | +7.2% | +9.7% |
| 3M | +5.3% | -4.5% | +9.9% | +12.0% |
| 6M | +26.7% | +1.8% | +24.9% | +23.4% |
| YTD | +8.9% | +8.3% | +0.6% | -2.3% |
| 1Y | +5.1% | +9.3% | -4.3% | -6.9% |
| 3Y | +62.1% | +74.9% | -12.7% | -23.3% |
| 5Y | +11.8% | +67.3% | -55.5% | -42.7% |
| All | +11.8% | +67.0% | -55.2% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling