-96.9%
XBP vs SPY
+94.5%
-191.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +2.4% | +2.6% | -0.2% | +1.6% |
| 30D | -1.6% | -2.0% | +0.3% | -1.1% |
| 3M | +4.2% | -2.8% | +6.9% | +5.1% |
| 6M | +35.7% | +2.1% | +33.6% | +34.8% |
| YTD | -55.9% | +11.5% | -67.4% | -57.6% |
| 1Y | -50.8% | +13.5% | -64.3% | -52.9% |
| 3Y | -97.7% | +77.7% | -175.4% | -97.8% |
| 5Y | -97.0% | +72.6% | -169.6% | -97.2% |
| All | -96.9% | +94.5% | -191.4% | -97.2% |
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 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