-81.0%
XYF vs SPY
+195.9%
-277.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +1.9% | +1.7% |
| 7D | -0.2% | -0.4% | +0.2% | 0.0% |
| 30D | +5.1% | -1.4% | +6.5% | +5.8% |
| 3M | +12.9% | +3.7% | +9.2% | +11.0% |
| 6M | +18.7% | +13.0% | +5.7% | +12.5% |
| YTD | +4.5% | +12.4% | -7.9% | -0.7% |
| 1Y | -57.7% | +18.5% | -76.3% | -60.7% |
| 3Y | +56.7% | +77.6% | -20.9% | +22.7% |
| 5Y | +53.8% | +81.7% | -27.9% | +19.1% |
| All | -81.0% | +195.9% | -277.0% | -86.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling