+366.0%
XTN vs SPY
+680.4%
-314.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.6% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | -6.4% | +0.1% | -6.5% | -6.4% |
| 3M | -5.9% | +2.0% | -7.9% | -8.0% |
| 6M | +4.6% | +13.0% | -8.4% | -8.6% |
| YTD | +15.9% | +13.5% | +2.4% | +0.8% |
| 1Y | +24.7% | +20.0% | +4.7% | +2.1% |
| 3Y | +33.9% | +77.2% | -43.3% | -28.3% |
| 5Y | +27.1% | +81.9% | -54.8% | -33.4% |
| 10Y | +145.7% | +314.1% | -168.4% | -47.0% |
| All | +366.0% | +680.4% | -314.4% | -48.3% |
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