-81.0%
XYF vs SPY
+199.0%
-280.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | +9.1% | +0.1% | +9.0% | +9.1% |
| 3M | +12.2% | +2.0% | +10.2% | +11.2% |
| 6M | +21.6% | +13.0% | +8.6% | +15.2% |
| YTD | +4.7% | +13.5% | -8.9% | -1.0% |
| 1Y | -61.9% | +20.0% | -81.8% | -64.8% |
| 3Y | +52.3% | +77.2% | -24.9% | +19.3% |
| 5Y | +41.7% | +81.9% | -40.2% | +9.5% |
| All | -81.0% | +199.0% | -280.0% | -86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling