+272.9%
XT vs SPY
+323.4%
-50.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.2% |
| 7D | -4.5% | -2.7% | -1.8% | -1.6% |
| 30D | -6.0% | -5.4% | -0.6% | -0.4% |
| 3M | -2.4% | -4.1% | +1.7% | +2.1% |
| 6M | +1.8% | +0.7% | +1.1% | +1.4% |
| YTD | +14.9% | +8.7% | +6.2% | +5.9% |
| 1Y | +17.0% | +10.9% | +6.1% | +5.7% |
| 3Y | +69.7% | +75.0% | -5.2% | -3.6% |
| 5Y | +32.1% | +67.8% | -35.7% | -21.3% |
| 10Y | +278.9% | +312.9% | -34.0% | -8.8% |
| All | +272.9% | +323.4% | -50.5% | -12.3% |
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 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