-21.2%
XZO vs SPY
+15.1%
-36.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.6% |
| 7D | -2.0% | +0.1% | -2.1% | -2.2% |
| 30D | +2.8% | +0.1% | +2.7% | +2.5% |
| 3M | +31.9% | +2.0% | +29.9% | +27.0% |
| 6M | +6.1% | +13.0% | -6.9% | -20.0% |
| YTD | -31.8% | +13.5% | -45.3% | -49.7% |
| All | -21.2% | +15.1% | -36.3% | -43.9% |
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