-12.2%
XTWY vs SPY
+121.8%
-134.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.6% |
| 7D | -3.9% | +2.6% | -6.5% | -4.2% |
| 30D | +1.2% | -2.0% | +3.2% | +1.5% |
| 3M | -3.0% | -2.8% | -0.2% | -2.7% |
| 6M | -5.0% | +2.1% | -7.1% | -5.3% |
| YTD | -6.7% | +11.5% | -18.2% | -8.0% |
| 1Y | -9.0% | +13.5% | -22.4% | -10.5% |
| 3Y | -0.4% | +77.7% | -78.1% | -9.7% |
| All | -12.2% | +121.8% | -134.0% | -21.9% |
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