-50.1%
XP vs SPY
+158.8%
-208.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.0% |
| 7D | +5.9% | -2.7% | +8.7% | +10.1% |
| 30D | -48.7% | -5.4% | -43.3% | -44.9% |
| 3M | -9.2% | -4.1% | -5.1% | -4.2% |
| 6M | -21.6% | +0.7% | -22.3% | -22.9% |
| YTD | -6.3% | +8.7% | -15.0% | -16.5% |
| 1Y | -16.9% | +10.9% | -27.8% | -27.9% |
| 3Y | -19.5% | +75.0% | -94.5% | -65.9% |
| 5Y | -50.8% | +67.8% | -118.6% | -77.4% |
| All | -50.1% | +158.8% | -208.8% | -88.0% |
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