+644.9%
XLB vs SPXS
-100.0%
+744.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | +0.1% |
| 7D | -1.4% | -0.1% | -1.3% | -1.4% |
| 30D | -0.4% | +0.8% | -1.2% | 0.0% |
| 3M | +2.0% | -4.7% | +6.7% | +1.1% |
| 6M | +1.8% | -29.6% | +31.5% | -8.3% |
| YTD | +16.6% | -29.8% | +46.4% | +5.3% |
| 1Y | +16.9% | -38.9% | +55.9% | +1.4% |
| 3Y | +32.6% | -79.6% | +112.2% | -14.0% |
| 5Y | +35.6% | -85.9% | +121.6% | -9.9% |
| 10Y | +160.0% | -99.5% | +259.6% | -27.9% |
| All | +644.9% | -100.0% | +744.9% | -46.4% |
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