-97.1%
XBP vs SPY
+94.9%
-192.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -11.9% | -2.0% | -9.9% | -11.3% |
| 30D | -3.3% | -1.7% | -1.6% | -2.7% |
| 3M | +13.3% | +4.7% | +8.5% | +11.6% |
| 6M | -47.8% | +12.5% | -60.3% | -49.9% |
| YTD | -58.6% | +11.7% | -70.3% | -60.1% |
| 1Y | -67.2% | +17.5% | -84.7% | -68.8% |
| 3Y | -97.5% | +76.6% | -174.0% | -97.7% |
| 5Y | -97.1% | +82.0% | -179.2% | -97.4% |
| All | -97.1% | +94.9% | -192.0% | -97.3% |
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