-97.2%
XBP vs SPY
+81.0%
-178.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.3% |
| 7D | +0.2% | -0.4% | +0.5% | +0.4% |
| 30D | -7.1% | -1.4% | -5.7% | -6.6% |
| 3M | +17.3% | +3.7% | +13.6% | +15.9% |
| 6M | -45.6% | +13.0% | -58.6% | -47.9% |
| YTD | -58.7% | +12.4% | -71.1% | -60.3% |
| 1Y | -66.9% | +18.5% | -85.4% | -68.6% |
| 3Y | -97.5% | +77.6% | -175.1% | -97.7% |
| 5Y | -97.2% | +81.7% | -178.8% | -97.4% |
| All | -97.2% | +81.0% | -178.1% | -97.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling