+4.7%
XXV vs SPY
+17.1%
-12.4%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -3.3% |
| 7D | -7.0% | -0.7% | -6.3% | -6.5% |
| 30D | -9.7% | -1.0% | -8.7% | -8.9% |
| 3M | -6.4% | -0.3% | -6.0% | -6.0% |
| 6M | 0.0% | +7.3% | -7.3% | -4.4% |
| YTD | +0.6% | +13.3% | -12.7% | -7.5% |
| All | +4.7% | +17.1% | -12.4% | -6.2% |
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