-69.6%
XTNT vs SPY
+78.7%
-148.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.4% |
| 7D | +2.7% | +0.5% | +2.2% | +2.3% |
| 30D | -13.6% | -0.9% | -12.7% | -13.0% |
| 3M | -15.6% | +3.9% | -19.4% | -17.9% |
| 6M | -38.7% | +14.5% | -53.2% | -44.9% |
| YTD | -51.3% | +12.9% | -64.2% | -55.8% |
| 1Y | -37.7% | +19.4% | -57.1% | -46.0% |
| 3Y | -69.6% | +78.5% | -148.1% | -80.1% |
| All | -69.6% | +78.7% | -148.3% | -80.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling