+277.1%
XT vs SPY
+308.5%
-31.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | +4.6% | +3.3% | +1.3% | +1.2% |
| 30D | -1.3% | -2.7% | +1.4% | +1.7% |
| 3M | -0.3% | -1.7% | +1.5% | +1.7% |
| 6M | +5.6% | +3.1% | +2.5% | +2.7% |
| YTD | +19.5% | +11.9% | +7.6% | +6.9% |
| 1Y | +19.4% | +12.0% | +7.4% | +6.8% |
| 3Y | +74.9% | +78.2% | -3.3% | -2.4% |
| 5Y | +37.0% | +73.2% | -36.3% | -20.9% |
| All | +277.1% | +308.5% | -31.4% | -7.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling