+15.6%
XTRE vs SPY
+121.3%
-105.8%
-2.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | 0.0% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | +0.9% | -3.3% | +4.3% | +0.9% |
| 3M | -0.2% | -2.4% | +2.3% | -0.2% |
| 6M | -0.1% | +2.6% | -2.7% | -0.1% |
| YTD | +0.2% | +11.2% | -11.1% | +0.2% |
| 1Y | +0.7% | +13.4% | -12.7% | +0.7% |
| 3Y | +12.7% | +79.9% | -67.2% | +12.3% |
| All | +15.6% | +121.3% | -105.8% | +14.5% |
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