-100.0%
XTIA vs SPY
+304.1%
-404.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.4% | +6.8% | +6.8% |
| 7D | -6.7% | -0.6% | -6.1% | -5.7% |
| 30D | +10.2% | -3.7% | +13.8% | +15.6% |
| 3M | -38.8% | -2.7% | -36.0% | -36.3% |
| 6M | -43.0% | +2.2% | -45.2% | -44.0% |
| YTD | -19.5% | +10.8% | -30.3% | -28.4% |
| 1Y | -39.1% | +11.2% | -50.4% | -45.9% |
| 3Y | -99.9% | +76.5% | -176.4% | -100.0% |
| 5Y | -100.0% | +72.9% | -172.9% | -100.0% |
| 10Y | -100.0% | +304.8% | -404.8% | -100.0% |
| All | -100.0% | +304.1% | -404.1% | -100.0% |
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