+142.5%
XLC vs SPXS
-98.9%
+241.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -0.8% |
| 7D | -0.8% | -0.1% | -0.8% | -0.8% |
| 30D | +1.0% | +0.8% | +0.2% | +1.4% |
| 3M | -0.7% | -4.7% | +4.0% | -1.5% |
| 6M | -5.1% | -29.6% | +24.5% | -14.2% |
| YTD | -4.3% | -29.8% | +25.5% | -13.2% |
| 1Y | -0.6% | -38.9% | +38.4% | -13.3% |
| 3Y | +72.7% | -79.6% | +152.3% | +14.9% |
| 5Y | +38.0% | -85.9% | +123.9% | -4.8% |
| All | +142.5% | -98.9% | +241.3% | +0.5% |
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