+15.5%
XTRE vs SPY
+125.9%
-110.4%
-2.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | -0.3% | +0.1% | -0.3% | -0.3% |
| 3M | +0.1% | +2.0% | -1.9% | +0.1% |
| 6M | -0.5% | +13.0% | -13.6% | -0.5% |
| YTD | +0.1% | +13.5% | -13.5% | +0.1% |
| 1Y | +1.3% | +20.0% | -18.7% | +1.3% |
| 3Y | +12.7% | +77.2% | -64.5% | +12.3% |
| All | +15.5% | +125.9% | -110.4% | +14.4% |
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