+7.5%
XTEN vs SPY
+120.5%
-113.0%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -0.2% | -0.6% | +0.4% | -0.1% |
| 30D | +2.7% | -3.7% | +6.4% | +2.9% |
| 3M | -0.8% | -2.7% | +2.0% | -0.6% |
| 6M | -2.9% | +2.2% | -5.0% | -3.0% |
| YTD | -2.7% | +10.8% | -13.5% | -3.3% |
| 1Y | -2.9% | +11.2% | -14.2% | -3.6% |
| 3Y | +10.9% | +76.5% | -65.6% | +5.9% |
| All | +7.5% | +120.5% | -113.0% | +0.8% |
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