+26.6%
XTN vs SPY
+81.8%
-55.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.0% |
| 7D | +1.0% | +0.5% | +0.5% | +0.4% |
| 30D | -7.7% | -0.9% | -6.8% | -6.6% |
| 3M | -8.7% | +3.9% | -12.6% | -12.7% |
| 6M | +12.0% | +14.5% | -2.5% | -4.4% |
| YTD | +14.0% | +12.9% | +1.1% | -0.9% |
| 1Y | +22.0% | +19.4% | +2.7% | -0.5% |
| 3Y | +37.4% | +78.5% | -41.0% | -29.0% |
| 5Y | +26.6% | +81.8% | -55.1% | -34.7% |
| All | +26.6% | +81.8% | -55.1% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling