+285.1%
XT vs SPY
+342.4%
-57.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | -0.3% | +0.1% | -0.5% | -0.5% |
| 30D | +0.5% | +0.1% | +0.5% | +0.5% |
| 3M | -1.4% | +2.0% | -3.3% | -3.2% |
| 6M | +15.7% | +13.0% | +2.7% | +2.3% |
| YTD | +18.6% | +13.5% | +5.1% | +4.4% |
| 1Y | +31.2% | +20.0% | +11.3% | +9.3% |
| 3Y | +61.9% | +77.2% | -15.3% | -9.3% |
| 5Y | +37.2% | +81.9% | -44.7% | -24.7% |
| 10Y | +269.5% | +314.1% | -44.6% | -11.4% |
| All | +285.1% | +342.4% | -57.2% | -13.6% |
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