+50.9%
XYF vs SPY
+81.8%
-30.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.2% |
| 7D | -1.8% | +0.5% | -2.4% | -2.2% |
| 30D | +2.6% | -0.9% | +3.6% | +3.4% |
| 3M | +12.4% | +3.9% | +8.5% | +9.3% |
| 6M | +16.0% | +14.5% | +1.5% | +5.6% |
| YTD | +3.0% | +12.9% | -9.9% | -5.3% |
| 1Y | -58.2% | +19.4% | -77.6% | -63.0% |
| 3Y | +54.4% | +78.5% | -24.0% | +2.1% |
| 5Y | +50.9% | +81.8% | -30.9% | +4.2% |
| All | +50.9% | +81.8% | -30.9% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling