-67.0%
XPOF vs SPY
+85.3%
-152.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +1.1% |
| 7D | -18.1% | -2.0% | -16.1% | -15.6% |
| 30D | -17.0% | -1.7% | -15.4% | -15.1% |
| 3M | -32.6% | +4.7% | -37.3% | -37.2% |
| 6M | -29.6% | +12.5% | -42.1% | -41.3% |
| YTD | -50.9% | +11.7% | -62.6% | -58.3% |
| 1Y | -51.8% | +17.5% | -69.3% | -61.9% |
| 3Y | -78.6% | +76.6% | -155.2% | -90.8% |
| 5Y | -62.5% | +82.0% | -144.6% | -83.4% |
| All | -67.0% | +85.3% | -152.3% | -85.1% |
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