+851.2%
XPEL vs SPY
+187.5%
+663.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.5% |
| 7D | +3.4% | +0.1% | +3.3% | +3.3% |
| 30D | +2.3% | +0.1% | +2.3% | +2.4% |
| 3M | +11.8% | +2.0% | +9.9% | +9.2% |
| 6M | +16.9% | +13.0% | +3.9% | +1.1% |
| YTD | +3.1% | +13.5% | -10.5% | -11.3% |
| 1Y | +43.4% | +20.0% | +23.4% | +15.5% |
| 3Y | -38.1% | +77.2% | -115.2% | -67.4% |
| 5Y | -33.0% | +81.9% | -114.9% | -65.4% |
| All | +851.2% | +187.5% | +663.7% | +227.2% |
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