-48.5%
XPEL vs SPY
+72.1%
-120.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.1% |
| 7D | -1.4% | +2.6% | -4.0% | -4.6% |
| 30D | -14.0% | -2.0% | -12.0% | -12.1% |
| 3M | -24.7% | -2.8% | -21.9% | -22.2% |
| 6M | -7.8% | +2.1% | -10.0% | -10.7% |
| YTD | -24.2% | +11.5% | -35.7% | -34.5% |
| 1Y | -7.1% | +13.5% | -20.6% | -21.6% |
| 3Y | -16.5% | +77.7% | -94.2% | -59.6% |
| All | -48.5% | +72.1% | -120.6% | -73.6% |
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