-35.3%
XPEL vs SPY
+75.5%
-110.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -0.7% |
| 7D | -5.6% | -2.0% | -3.6% | -3.1% |
| 30D | +0.3% | -1.7% | +1.9% | +2.6% |
| 3M | +6.1% | +4.7% | +1.3% | -0.3% |
| 6M | +23.8% | +12.5% | +11.3% | +5.1% |
| YTD | -3.7% | +11.7% | -15.4% | -17.4% |
| 1Y | +34.4% | +17.5% | +16.9% | +7.1% |
| All | -35.3% | +75.5% | -110.8% | -69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling