-99.9%
XTNT vs SPY
+868.0%
-967.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.6% |
| 7D | -1.8% | -0.6% | -1.2% | -1.6% |
| 30D | -16.7% | -3.7% | -13.0% | -15.2% |
| 3M | -38.9% | -2.7% | -36.2% | -38.1% |
| 6M | -47.1% | +2.2% | -49.3% | -47.7% |
| YTD | -64.8% | +10.8% | -75.6% | -66.5% |
| 1Y | -63.8% | +11.2% | -75.1% | -65.7% |
| 3Y | -76.5% | +76.5% | -153.0% | -81.9% |
| 5Y | -75.5% | +72.9% | -148.4% | -81.1% |
| 10Y | -96.1% | +304.8% | -400.9% | -98.3% |
| All | -99.9% | +868.0% | -967.9% | -100.0% |
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