-99.9%
XPON vs SPY
+77.1%
-177.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -4.8% |
| 7D | -16.3% | -2.0% | -14.3% | -13.7% |
| 30D | +38.8% | -1.7% | +40.4% | +41.9% |
| 3M | -11.4% | +4.7% | -16.1% | -17.6% |
| 6M | -39.1% | +12.5% | -51.6% | -48.6% |
| YTD | -36.2% | +11.7% | -47.9% | -45.3% |
| 1Y | -64.5% | +17.5% | -82.0% | -71.1% |
| 3Y | -99.9% | +76.6% | -176.5% | -100.0% |
| All | -99.9% | +77.1% | -177.1% | -100.0% |
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 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