-34.5%
XP vs SPY
+170.4%
-204.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.1% |
| 7D | +12.5% | +0.1% | +12.3% | +12.2% |
| 30D | +17.0% | +0.1% | +16.9% | +16.9% |
| 3M | +28.6% | +2.0% | +26.6% | +25.0% |
| 6M | -2.9% | +13.0% | -15.9% | -17.9% |
| YTD | +22.9% | +13.5% | +9.3% | +3.4% |
| 1Y | +13.5% | +20.0% | -6.4% | -11.6% |
| 3Y | -14.3% | +77.2% | -91.5% | -64.0% |
| 5Y | -54.9% | +81.9% | -136.7% | -81.7% |
| All | -34.5% | +170.4% | -204.9% | -85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling