+33.1%
KRE vs SPXS
-85.4%
+118.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +1.1% |
| 7D | -1.4% | +6.4% | -7.8% | +0.8% |
| 30D | -3.9% | +6.0% | -9.9% | -1.8% |
| 3M | +3.6% | -11.6% | +15.3% | -0.3% |
| 6M | +15.4% | -28.7% | +44.1% | +3.7% |
| YTD | +15.2% | -26.3% | +41.5% | +5.4% |
| 1Y | +16.5% | -34.9% | +51.4% | +2.7% |
| 3Y | +85.2% | -79.5% | +164.6% | +21.4% |
| 5Y | +33.1% | -85.9% | +119.0% | -9.9% |
| All | +33.1% | -85.4% | +118.5% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 5y: compounded portfolio wealth divided by compounded SPXS 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…
5y analysis · Full analysis span regression · 6 months rolling