-99.9%
XTNT vs SPY
+891.7%
-991.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.8% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -13.6% | +0.1% | -13.7% | -13.6% |
| 3M | -17.4% | +2.0% | -19.4% | -18.2% |
| 6M | -39.7% | +13.0% | -52.7% | -43.2% |
| YTD | -51.3% | +13.5% | -64.8% | -54.3% |
| 1Y | -37.7% | +20.0% | -57.7% | -43.1% |
| 3Y | -71.2% | +77.2% | -148.4% | -77.9% |
| 5Y | -69.4% | +81.9% | -151.2% | -77.0% |
| 10Y | -97.6% | +314.1% | -411.7% | -99.0% |
| All | -99.9% | +891.7% | -991.6% | -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