+150.2%
XLE vs SPXS
-82.9%
+233.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.0% | +7.5% | -0.8% |
| 7D | -7.9% | -1.5% | -6.4% | -8.0% |
| 30D | -4.8% | +9.6% | -14.5% | -2.9% |
| 3M | +8.4% | +8.5% | -0.1% | +10.4% |
| 6M | +12.7% | -5.8% | +18.4% | +11.8% |
| YTD | +41.3% | -25.4% | +66.7% | +34.1% |
| 1Y | +42.3% | -28.8% | +71.1% | +33.9% |
| 3Y | +65.1% | -80.9% | +146.0% | +22.6% |
| 5Y | +150.2% | -83.1% | +233.3% | +97.7% |
| All | +150.2% | -82.9% | +233.1% | +97.7% |
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