-45.6%
XPER vs SPY
+78.7%
-124.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.7% |
| 7D | -0.2% | +0.5% | -0.7% | -0.9% |
| 30D | -18.9% | -0.9% | -18.0% | -17.9% |
| 3M | -24.0% | +3.9% | -27.9% | -27.6% |
| 6M | -6.0% | +14.5% | -20.5% | -20.5% |
| YTD | -1.2% | +12.9% | -14.1% | -14.7% |
| 1Y | -5.5% | +19.4% | -24.9% | -23.5% |
| 3Y | -45.6% | +78.5% | -124.0% | -75.0% |
| All | -45.6% | +78.7% | -124.3% | -75.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling