+159.8%
XLB vs SPXS
-99.6%
+259.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | -0.4% |
| 7D | -2.8% | +2.5% | -5.3% | -2.0% |
| 30D | -3.1% | +4.2% | -7.3% | -1.7% |
| 3M | -0.2% | -9.3% | +9.2% | -2.7% |
| 6M | +3.1% | -30.7% | +33.8% | -6.8% |
| YTD | +13.3% | -28.1% | +41.3% | +4.1% |
| 1Y | +12.0% | -35.1% | +47.1% | +0.3% |
| 3Y | +31.4% | -79.6% | +111.0% | -11.6% |
| 5Y | +33.9% | -86.3% | +120.2% | -8.6% |
| All | +159.8% | -99.6% | +259.4% | -20.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling