+69.7%
XT vs SPY
+75.1%
-5.3%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.2% |
| 7D | -4.5% | -2.7% | -1.8% | -1.4% |
| 30D | -6.0% | -5.4% | -0.6% | 0.0% |
| 3M | -2.4% | -4.1% | +1.7% | +2.4% |
| 6M | +1.8% | +0.7% | +1.1% | +1.4% |
| YTD | +14.9% | +8.7% | +6.2% | +5.5% |
| 1Y | +17.0% | +10.9% | +6.1% | +5.2% |
| 3Y | +69.7% | +75.0% | -5.2% | -14.4% |
| All | +69.7% | +75.1% | -5.3% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling