-74.7%
XPER vs SPY
+108.0%
-182.7%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.2% |
| 7D | -0.2% | -0.4% | +0.2% | +0.2% |
| 30D | -14.4% | -1.4% | -13.0% | -13.1% |
| 3M | -23.5% | +3.7% | -27.2% | -26.5% |
| 6M | -4.0% | +13.0% | -17.0% | -15.8% |
| YTD | -0.5% | +12.4% | -12.9% | -12.0% |
| 1Y | -3.0% | +18.5% | -21.5% | -18.6% |
| 3Y | -45.2% | +77.6% | -122.8% | -68.2% |
| All | -74.7% | +108.0% | -182.7% | -86.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling