+133.6%
XLC vs SPXS
-98.8%
+232.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -0.6% |
| 7D | +3.1% | -9.5% | +12.6% | -0.1% |
| 30D | -4.2% | +7.4% | -11.6% | -1.3% |
| 3M | -2.1% | +6.1% | -8.3% | +0.7% |
| 6M | -6.6% | -7.3% | +0.7% | -7.5% |
| YTD | -7.8% | -26.7% | +18.9% | -14.5% |
| 1Y | -4.1% | -26.2% | +22.1% | -10.6% |
| 3Y | +62.6% | -80.3% | +143.0% | +6.8% |
| 5Y | +39.6% | -83.4% | +123.0% | +1.7% |
| All | +133.6% | -98.8% | +232.4% | -1.1% |
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