-55.5%
XP vs SPY
+82.0%
-137.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | +12.5% | +0.1% | +12.3% | +12.3% |
| 30D | +17.0% | +0.1% | +16.9% | +16.9% |
| 3M | +28.6% | +2.0% | +26.6% | +25.8% |
| 6M | -2.9% | +13.0% | -15.9% | -15.0% |
| YTD | +22.9% | +13.5% | +9.3% | +7.2% |
| 1Y | +13.5% | +20.0% | -6.4% | -6.6% |
| 3Y | -14.3% | +77.2% | -91.5% | -55.9% |
| All | -55.5% | +82.0% | -137.6% | -77.3% |
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 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