+804.3%
XSW vs SPY
+752.3%
+52.0%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.9% |
| 7D | -3.0% | +0.1% | -3.1% | -3.0% |
| 30D | +4.9% | +0.1% | +4.8% | +4.9% |
| 3M | +15.7% | +2.0% | +13.8% | +13.2% |
| 6M | +30.0% | +13.0% | +17.0% | +13.3% |
| YTD | +8.5% | +13.5% | -5.1% | -5.7% |
| 1Y | +8.4% | +20.0% | -11.6% | -11.3% |
| 3Y | +50.2% | +77.2% | -27.0% | -18.8% |
| 5Y | +12.3% | +81.9% | -69.6% | -39.7% |
| 10Y | +275.2% | +314.1% | -38.8% | -8.6% |
| All | +804.3% | +752.3% | +52.0% | +20.9% |
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