-48.5%
XPEV vs SPY
+138.7%
-187.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | +0.7% |
| 7D | -2.1% | +0.5% | -2.7% | -3.0% |
| 30D | -9.9% | -0.9% | -8.9% | -8.5% |
| 3M | -31.0% | +3.9% | -34.8% | -35.3% |
| 6M | -36.9% | +14.5% | -51.4% | -49.2% |
| YTD | -46.1% | +12.9% | -59.0% | -55.7% |
| 1Y | -46.9% | +19.4% | -66.3% | -59.7% |
| 3Y | -37.0% | +78.5% | -115.5% | -77.8% |
| 5Y | -72.2% | +81.8% | -153.9% | -89.7% |
| All | -48.5% | +138.7% | -187.1% | -90.0% |
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