-99.9%
XTNT vs SPY
+880.7%
-980.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +3.1% |
| 7D | -6.7% | -0.9% | -5.8% | -6.3% |
| 30D | -15.2% | -2.4% | -12.8% | -14.2% |
| 3M | -12.5% | -1.2% | -11.3% | -12.0% |
| 6M | -46.2% | +3.3% | -49.4% | -47.0% |
| YTD | -64.1% | +12.3% | -76.4% | -66.1% |
| 1Y | -63.2% | +12.4% | -75.6% | -65.3% |
| 3Y | -76.1% | +78.8% | -154.9% | -81.7% |
| 5Y | -74.8% | +75.2% | -149.9% | -80.7% |
| 10Y | -96.0% | +311.1% | -407.1% | -98.3% |
| All | -99.9% | +880.7% | -980.7% | -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