+275.7%
XT vs SPY
+315.0%
-39.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.3% | +1.2% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -2.8% | -3.3% | +0.5% | +0.8% |
| 3M | -0.2% | -2.4% | +2.2% | +2.5% |
| 6M | +5.0% | +2.6% | +2.4% | +2.7% |
| YTD | +19.1% | +11.2% | +7.8% | +7.2% |
| 1Y | +21.6% | +13.4% | +8.2% | +7.4% |
| 3Y | +76.7% | +79.9% | -3.2% | -2.3% |
| 5Y | +36.7% | +72.2% | -35.4% | -20.6% |
| 10Y | +275.7% | +307.3% | -31.6% | -7.3% |
| All | +275.7% | +315.0% | -39.3% | -7.3% |
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