-90.6%
XPRO vs SPY
+442.1%
-532.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.3% |
| 7D | -23.6% | -2.7% | -20.9% | -20.4% |
| 30D | -15.2% | -5.4% | -9.8% | -8.0% |
| 3M | -22.4% | -4.1% | -18.3% | -17.6% |
| 6M | -18.4% | +0.7% | -19.1% | -19.2% |
| YTD | -1.2% | +8.7% | -9.9% | -12.8% |
| 1Y | +0.9% | +10.9% | -10.0% | -13.5% |
| 3Y | -15.0% | +75.0% | -90.0% | -61.6% |
| 5Y | -25.1% | +67.8% | -92.9% | -64.3% |
| 10Y | -78.5% | +312.9% | -391.4% | -96.5% |
| All | -90.6% | +442.1% | -532.6% | -98.8% |
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