-99.9%
XTIA vs SPY
+78.1%
-178.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.8% | +4.8% |
| 7D | +15.6% | +2.6% | +13.0% | +12.9% |
| 30D | +32.9% | -2.0% | +34.9% | +35.4% |
| 3M | -34.4% | -2.8% | -31.6% | -32.4% |
| 6M | -44.0% | +2.1% | -46.2% | -44.5% |
| YTD | -16.9% | +11.5% | -28.4% | -23.5% |
| 1Y | -29.0% | +13.5% | -42.4% | -35.3% |
| 3Y | -99.9% | +77.7% | -177.6% | -99.9% |
| All | -99.9% | +78.1% | -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