-80.7%
XYF vs SPY
+191.8%
-272.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.8% |
| 7D | +9.9% | -0.6% | +10.5% | +10.2% |
| 30D | +3.7% | -3.7% | +7.4% | +5.6% |
| 3M | +7.1% | -2.7% | +9.9% | +8.7% |
| 6M | +12.5% | +2.2% | +10.3% | +11.6% |
| YTD | +6.5% | +10.8% | -4.3% | +2.0% |
| 1Y | -51.6% | +11.2% | -62.8% | -53.7% |
| 3Y | +54.2% | +76.5% | -22.3% | +21.4% |
| 5Y | +50.2% | +72.9% | -22.8% | +18.2% |
| All | -80.7% | +191.8% | -272.5% | -86.1% |
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