-80.3%
XPRO vs SPY
+308.5%
-388.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.1% |
| 7D | +2.3% | +3.3% | -1.0% | -2.6% |
| 30D | -19.9% | -2.7% | -17.2% | -16.5% |
| 3M | -28.6% | -1.7% | -26.9% | -26.7% |
| 6M | -16.8% | +3.1% | -19.9% | -20.6% |
| YTD | -1.6% | +11.9% | -13.5% | -17.6% |
| 1Y | -4.1% | +12.0% | -16.1% | -19.9% |
| 3Y | -10.9% | +78.2% | -89.0% | -63.0% |
| 5Y | -26.4% | +73.2% | -99.6% | -68.3% |
| All | -80.3% | +308.5% | -388.8% | -97.0% |
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