+599.8%
XPEL vs SPY
+182.3%
+417.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.0% |
| 7D | -1.4% | +2.6% | -4.0% | -4.4% |
| 30D | -14.0% | -2.0% | -12.0% | -12.3% |
| 3M | -24.7% | -2.8% | -21.9% | -22.4% |
| 6M | -7.8% | +2.1% | -10.0% | -10.4% |
| YTD | -24.2% | +11.5% | -35.7% | -33.6% |
| 1Y | -7.1% | +13.5% | -20.6% | -20.2% |
| 3Y | -16.5% | +77.7% | -94.2% | -56.5% |
| 5Y | -46.5% | +72.6% | -119.1% | -70.8% |
| All | +599.8% | +182.3% | +417.4% | +145.0% |
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