-99.9%
XTIA vs SPY
+78.0%
-178.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.4% | +2.9% | +3.1% |
| 7D | -12.3% | +0.1% | -12.4% | -12.0% |
| 30D | +3.5% | -3.3% | +6.9% | +7.1% |
| 3M | -38.7% | -2.4% | -36.3% | -37.0% |
| 6M | -46.4% | +2.6% | -49.0% | -47.0% |
| YTD | -24.4% | +11.2% | -35.6% | -30.1% |
| 1Y | -35.8% | +13.4% | -49.1% | -41.3% |
| 3Y | -99.9% | +79.9% | -179.8% | -99.9% |
| All | -99.9% | +78.0% | -178.0% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling