-50.7%
XTIA vs SPY
+18.8%
-69.5%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.1% |
| 7D | +8.4% | -0.4% | +8.8% | +9.1% |
| 30D | -36.8% | -1.4% | -35.4% | -35.2% |
| 3M | -44.6% | +3.7% | -48.3% | -47.6% |
| 6M | -62.9% | +13.0% | -76.0% | -69.4% |
| YTD | -16.9% | +12.4% | -29.3% | -32.0% |
| 1Y | -50.7% | +18.5% | -69.2% | -63.4% |
| All | -50.7% | +18.8% | -69.5% | -63.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling