+52.2%
XTOC vs SPY
+86.7%
-34.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +0.2% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | -2.0% | -3.3% | +1.3% | +0.6% |
| 3M | +0.5% | -2.4% | +2.9% | +2.4% |
| 6M | +4.4% | +2.6% | +1.9% | +2.1% |
| YTD | +10.6% | +11.2% | -0.7% | +1.2% |
| 1Y | +13.4% | +13.4% | 0.0% | +2.2% |
| 3Y | +47.7% | +79.9% | -32.2% | -9.5% |
| 5Y | +45.3% | +72.2% | -26.9% | -9.6% |
| All | +52.2% | +86.7% | -34.5% | -10.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling