-38.5%
XTNT vs SPY
+20.8%
-59.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.4% | -5.9% | -6.0% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | -14.8% | +0.1% | -14.8% | -14.8% |
| 3M | -18.5% | +2.0% | -20.5% | -19.3% |
| 6M | -40.5% | +13.0% | -53.5% | -44.3% |
| YTD | -51.9% | +13.5% | -65.5% | -55.2% |
| 1Y | -38.5% | +20.0% | -58.5% | -45.6% |
| All | -38.5% | +20.8% | -59.4% | -45.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling