+392.6%
XTL vs SPY
+680.4%
-287.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.4% |
| 7D | -0.6% | +0.1% | -0.8% | -0.8% |
| 30D | -3.7% | +0.1% | -3.8% | -3.8% |
| 3M | -12.9% | +2.0% | -14.9% | -14.4% |
| 6M | +9.0% | +13.0% | -4.0% | -3.0% |
| YTD | +37.1% | +13.5% | +23.5% | +21.5% |
| 1Y | +56.2% | +20.0% | +36.3% | +31.7% |
| 3Y | +177.2% | +77.2% | +100.0% | +61.0% |
| 5Y | +114.9% | +81.9% | +33.0% | +21.9% |
| 10Y | +267.2% | +314.1% | -46.8% | -4.8% |
| All | +392.6% | +680.4% | -287.7% | -29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling