+840.0%
XSW vs SPY
+750.7%
+89.3%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | -0.4% |
| 7D | -1.9% | -0.7% | -1.2% | -1.2% |
| 30D | +4.8% | -1.0% | +5.8% | +6.0% |
| 3M | +9.2% | -0.3% | +9.6% | +9.8% |
| 6M | +31.7% | +7.3% | +24.4% | +21.6% |
| YTD | +12.7% | +13.3% | -0.6% | -1.8% |
| 1Y | +10.6% | +14.8% | -4.2% | -5.0% |
| 3Y | +67.8% | +82.9% | -15.1% | -12.4% |
| 5Y | +15.6% | +75.6% | -60.0% | -35.7% |
| 10Y | +312.2% | +330.5% | -18.4% | -3.2% |
| All | +840.0% | +750.7% | +89.3% | +25.9% |
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