+225.7%
XLE vs SPXS
-85.9%
+311.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +1.4% |
| 7D | 0.0% | -1.5% | +1.5% | -0.3% |
| 30D | +12.6% | +3.7% | +9.0% | +13.4% |
| 3M | +11.8% | -9.6% | +21.4% | +9.7% |
| 6M | +16.1% | -32.4% | +48.5% | +7.3% |
| YTD | +46.9% | -28.7% | +75.5% | +37.8% |
| 1Y | +53.3% | -38.1% | +91.3% | +39.7% |
| 3Y | +54.9% | -80.1% | +135.0% | +16.0% |
| 5Y | +225.7% | -85.9% | +311.6% | +147.0% |
| All | +225.7% | -85.9% | +311.6% | +147.0% |
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