+278.4%
XT vs SPY
+311.8%
-33.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | -0.1% | -0.1% |
| 7D | -1.1% | -0.9% | -0.2% | 0.0% |
| 30D | -1.3% | -2.4% | +1.1% | +1.3% |
| 3M | +0.5% | -1.2% | +1.6% | +1.8% |
| 6M | +5.2% | +3.3% | +1.9% | +2.1% |
| YTD | +20.0% | +12.3% | +7.8% | +7.0% |
| 1Y | +20.1% | +12.4% | +7.6% | +6.9% |
| 3Y | +75.7% | +78.8% | -3.1% | -2.3% |
| 5Y | +38.6% | +75.2% | -36.5% | -20.8% |
| 10Y | +278.4% | +311.1% | -32.7% | -7.9% |
| All | +278.4% | +311.8% | -33.4% | -7.9% |
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 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