+166.2%
XTL vs SPY
+75.1%
+91.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +3.0% |
| 7D | -7.3% | -2.7% | -4.6% | -3.9% |
| 30D | -17.8% | -5.4% | -12.4% | -11.6% |
| 3M | -18.2% | -4.1% | -14.1% | -13.5% |
| 6M | -22.3% | +0.7% | -23.1% | -22.3% |
| YTD | +15.6% | +8.7% | +6.9% | +5.7% |
| 1Y | +21.6% | +10.9% | +10.7% | +9.0% |
| 3Y | +166.2% | +75.0% | +91.2% | +36.7% |
| All | +166.2% | +75.1% | +91.1% | +36.7% |
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