-59.9%
XPOF vs SPY
+88.3%
-148.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.1% |
| 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% | -13.6% |
| 6M | -11.2% | +13.0% | -24.2% | -26.5% |
| YTD | -40.3% | +13.5% | -53.9% | -50.5% |
| 1Y | -42.9% | +20.0% | -62.9% | -56.3% |
| 3Y | -78.0% | +77.2% | -155.1% | -90.5% |
| 5Y | -58.6% | +81.9% | -140.4% | -81.8% |
| All | -59.9% | +88.3% | -148.3% | -82.4% |
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