-73.6%
XPER vs SPY
+106.3%
-179.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.9% |
| 7D | +6.7% | +2.6% | +4.1% | +3.9% |
| 30D | +20.4% | -2.0% | +22.4% | +22.3% |
| 3M | -7.6% | -2.8% | -4.8% | -5.3% |
| 6M | -26.1% | +2.1% | -28.2% | -28.1% |
| YTD | +3.6% | +11.5% | -7.9% | -8.2% |
| 1Y | -3.7% | +13.5% | -17.1% | -16.1% |
| 3Y | -29.3% | +77.7% | -107.0% | -59.1% |
| All | -73.6% | +106.3% | -179.9% | -86.1% |
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