-78.9%
XPRO vs SPY
+315.0%
-393.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.8% | -4.0% |
| 7D | -17.3% | +0.1% | -17.3% | -17.4% |
| 30D | -18.8% | -3.3% | -15.5% | -14.5% |
| 3M | -22.6% | -2.4% | -20.2% | -19.8% |
| 6M | -14.6% | +2.6% | -17.1% | -17.9% |
| YTD | -1.6% | +11.2% | -12.9% | -17.0% |
| 1Y | +1.4% | +13.4% | -12.0% | -16.9% |
| 3Y | -9.2% | +79.9% | -89.1% | -62.9% |
| 5Y | -33.2% | +72.2% | -105.4% | -70.9% |
| 10Y | -78.9% | +307.3% | -386.2% | -96.7% |
| All | -78.9% | +315.0% | -393.9% | -96.7% |
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