-11.1%
XTWY vs SPY
+122.3%
-133.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | -1.8% | -2.0% | +0.2% | -1.6% |
| 30D | -1.3% | -1.7% | +0.4% | -1.1% |
| 3M | -4.7% | +4.7% | -9.4% | -5.2% |
| 6M | -7.7% | +12.5% | -20.2% | -9.1% |
| YTD | -5.6% | +11.7% | -17.3% | -6.9% |
| 1Y | -7.6% | +17.5% | -25.1% | -9.5% |
| 3Y | -6.9% | +76.6% | -83.4% | -15.6% |
| All | -11.1% | +122.3% | -133.4% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling