-76.5%
XTNT vs SPY
+78.4%
-154.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.5% |
| 7D | -1.8% | -0.6% | -1.2% | -1.5% |
| 30D | -16.7% | -3.7% | -13.0% | -14.3% |
| 3M | -38.9% | -2.7% | -36.2% | -37.6% |
| 6M | -47.1% | +2.2% | -49.3% | -48.0% |
| YTD | -64.8% | +10.8% | -75.6% | -67.6% |
| 1Y | -63.8% | +11.2% | -75.1% | -66.9% |
| 3Y | -76.5% | +76.5% | -153.0% | -84.4% |
| All | -76.5% | +78.4% | -154.9% | -84.4% |
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