+720.8%
XEL vs SPXS
-100.0%
+820.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.8% |
| 7D | +1.3% | -1.5% | +2.9% | +1.1% |
| 30D | -1.5% | +3.7% | -5.2% | -0.9% |
| 3M | -0.2% | -9.6% | +9.4% | -1.6% |
| 6M | -5.4% | -32.4% | +27.0% | -11.0% |
| YTD | +5.6% | -28.7% | +34.3% | +0.5% |
| 1Y | +10.5% | -38.1% | +48.5% | +2.8% |
| 3Y | +49.2% | -80.1% | +129.3% | +18.0% |
| 5Y | +30.1% | -85.9% | +116.0% | +3.6% |
| 10Y | +146.7% | -99.5% | +246.2% | +26.3% |
| All | +720.8% | -100.0% | +820.8% | +112.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling