-99.6%
XXII vs SPY
+17.1%
-116.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.0% |
| 7D | -10.3% | -2.0% | -8.3% | -7.3% |
| 30D | -53.5% | -1.7% | -51.9% | -52.3% |
| 3M | -69.4% | +4.7% | -74.1% | -72.0% |
| 6M | -97.4% | +12.5% | -109.9% | -97.8% |
| YTD | -99.1% | +11.7% | -110.8% | -99.2% |
| All | -99.6% | +17.1% | -116.7% | -99.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling