+62.1%
XTJL vs SPY
+89.1%
-26.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | 0.0% |
| 7D | -1.4% | -2.0% | +0.6% | +0.2% |
| 30D | -0.4% | -1.7% | +1.3% | +1.0% |
| 3M | +2.6% | +4.7% | -2.2% | -1.4% |
| 6M | +7.6% | +12.5% | -4.9% | -2.9% |
| YTD | +7.9% | +11.7% | -3.8% | -2.1% |
| 1Y | +12.0% | +17.5% | -5.5% | -2.9% |
| 3Y | +52.1% | +76.6% | -24.5% | -8.2% |
| 5Y | +58.7% | +82.0% | -23.3% | -8.0% |
| All | +62.1% | +89.1% | -26.9% | -8.5% |
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