-62.2%
XPOF vs SPY
+85.6%
-147.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -3.0% | -2.9% |
| 7D | +4.8% | +3.3% | +1.5% | +0.2% |
| 30D | -3.9% | -2.7% | -1.3% | -0.9% |
| 3M | -5.9% | -1.7% | -4.1% | -4.1% |
| 6M | -9.7% | +3.1% | -12.8% | -14.6% |
| YTD | -43.7% | +11.9% | -55.6% | -52.5% |
| 1Y | -27.3% | +12.0% | -39.3% | -38.6% |
| 3Y | -65.2% | +78.2% | -143.4% | -85.3% |
| 5Y | -80.4% | +73.2% | -153.6% | -90.2% |
| All | -62.2% | +85.6% | -147.8% | -83.1% |
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 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