+141.3%
XLC vs SPXS
-98.8%
+240.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +1.2% |
| 7D | -1.7% | +6.4% | -8.0% | +0.4% |
| 30D | +0.2% | +6.0% | -5.8% | +2.3% |
| 3M | +0.7% | -11.6% | +12.3% | -2.7% |
| 6M | -4.5% | -28.7% | +24.3% | -13.2% |
| YTD | -4.7% | -26.3% | +21.5% | -12.2% |
| 1Y | -1.5% | -34.9% | +33.4% | -12.3% |
| 3Y | +72.2% | -79.5% | +151.7% | +14.8% |
| 5Y | +39.3% | -85.9% | +125.2% | -3.9% |
| All | +141.3% | -98.8% | +240.1% | +1.6% |
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