-23.8%
XZO vs SPY
+13.9%
-37.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.1% |
| 7D | -2.9% | -0.4% | -2.6% | -2.3% |
| 30D | +0.8% | -1.4% | +2.1% | +2.9% |
| 3M | +22.1% | +3.7% | +18.4% | +13.2% |
| 6M | +5.3% | +13.0% | -7.7% | -21.7% |
| YTD | -34.0% | +12.4% | -46.4% | -50.6% |
| All | -23.8% | +13.9% | -37.7% | -44.9% |
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 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