+394.2%
XLE vs SPXS
-100.0%
+494.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.4% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | +11.8% | +0.8% | +11.0% | +12.1% |
| 3M | +9.8% | -4.7% | +14.5% | +8.2% |
| 6M | +15.6% | -29.6% | +45.2% | +2.2% |
| YTD | +45.3% | -29.8% | +75.1% | +28.6% |
| 1Y | +48.3% | -38.9% | +87.2% | +25.5% |
| 3Y | +55.4% | -79.6% | +135.1% | -4.0% |
| 5Y | +216.1% | -85.9% | +302.0% | +96.0% |
| 10Y | +178.4% | -99.5% | +277.9% | -31.1% |
| All | +394.2% | -100.0% | +494.2% | -72.5% |
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