-42.9%
XPOF vs SPY
+20.8%
-63.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | -9.6% | +0.1% | -9.7% | -9.7% |
| 30D | -26.9% | +0.1% | -27.0% | -27.2% |
| 3M | -10.4% | +2.0% | -12.4% | -12.6% |
| 6M | -11.2% | +13.0% | -24.2% | -24.9% |
| YTD | -40.3% | +13.5% | -53.9% | -49.0% |
| 1Y | -42.9% | +20.0% | -62.9% | -54.9% |
| All | -42.9% | +20.8% | -63.7% | -54.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling