+101.0%
XUSP vs SPY
+91.0%
+9.9%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | 0.0% |
| 7D | +0.9% | +0.5% | +0.4% | +0.3% |
| 30D | -1.9% | -0.9% | -0.9% | -0.8% |
| 3M | +3.8% | +3.9% | -0.1% | -0.6% |
| 6M | +16.3% | +14.5% | +1.8% | -0.3% |
| YTD | +13.4% | +12.9% | +0.4% | -1.1% |
| 1Y | +21.0% | +19.4% | +1.7% | -0.7% |
| 3Y | +90.4% | +78.5% | +11.9% | +1.1% |
| All | +101.0% | +91.0% | +9.9% | -0.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling