+35.1%
XLB vs SPXS
-85.7%
+120.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -0.6% |
| 7D | -2.9% | +1.2% | -4.2% | -2.6% |
| 30D | -3.4% | +5.2% | -8.5% | -1.9% |
| 3M | +1.6% | -9.2% | +10.8% | -0.6% |
| 6M | +3.6% | -29.6% | +33.2% | -5.0% |
| YTD | +14.2% | -27.6% | +41.9% | +6.0% |
| 1Y | +15.6% | -36.7% | +52.3% | +3.8% |
| 3Y | +33.1% | -79.8% | +112.9% | -7.8% |
| 5Y | +35.1% | -85.9% | +120.9% | -5.7% |
| All | +35.1% | -85.7% | +120.8% | -5.7% |
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