-9.3%
XTWY vs SPY
+124.7%
-134.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.1% |
| 7D | +0.6% | +0.5% | 0.0% | +0.5% |
| 30D | -0.1% | -0.9% | +0.8% | 0.0% |
| 3M | -2.4% | +3.9% | -6.3% | -2.9% |
| 6M | -6.1% | +14.5% | -20.6% | -7.6% |
| YTD | -3.6% | +12.9% | -16.5% | -5.1% |
| 1Y | -5.7% | +19.4% | -25.1% | -7.8% |
| 3Y | -4.9% | +78.5% | -83.4% | -14.0% |
| All | -9.3% | +124.7% | -134.0% | -19.5% |
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