+140.3%
XTN vs SPY
+312.5%
-172.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.0% |
| 7D | -1.2% | -0.4% | -0.8% | -0.8% |
| 30D | -7.4% | -1.4% | -6.0% | -5.9% |
| 3M | -11.5% | +3.7% | -15.2% | -15.0% |
| 6M | +9.3% | +13.0% | -3.7% | -4.7% |
| YTD | +12.2% | +12.4% | -0.2% | -1.4% |
| 1Y | +21.3% | +18.5% | +2.7% | +0.5% |
| 3Y | +35.3% | +77.6% | -42.3% | -27.9% |
| 5Y | +24.8% | +81.7% | -56.8% | -34.7% |
| 10Y | +140.3% | +319.7% | -179.3% | -51.1% |
| All | +140.3% | +312.5% | -172.2% | -51.1% |
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