+10.4%
XP vs SPY
+19.4%
-9.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.6% |
| 7D | +6.8% | +0.5% | +6.2% | +5.7% |
| 30D | +23.1% | -0.9% | +24.0% | +25.2% |
| 3M | +32.7% | +3.9% | +28.8% | +23.3% |
| 6M | +8.6% | +14.5% | -5.9% | -17.5% |
| YTD | +23.7% | +12.9% | +10.8% | -3.8% |
| 1Y | +10.4% | +19.4% | -9.0% | -16.5% |
| All | +10.4% | +19.4% | -9.0% | -16.5% |
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