-43.2%
XPEL vs SPY
+82.3%
-125.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.6% | -2.9% |
| 7D | -8.3% | -0.8% | -7.5% | -7.4% |
| 30D | -3.8% | -1.1% | -2.7% | -2.4% |
| 3M | +2.7% | +3.9% | -1.2% | -2.3% |
| 6M | +21.2% | +13.6% | +7.6% | +2.6% |
| YTD | -5.4% | +12.7% | -18.1% | -19.1% |
| 1Y | +31.5% | +17.5% | +14.0% | +6.4% |
| 3Y | -36.4% | +76.9% | -113.3% | -68.7% |
| All | -43.2% | +82.3% | -125.5% | -72.3% |
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