+253.9%
XLI vs SPXS
-99.6%
+353.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +0.3% |
| 7D | -1.7% | +2.5% | -4.2% | -0.8% |
| 30D | -7.3% | +4.2% | -11.5% | -5.9% |
| 3M | -1.3% | -9.3% | +8.0% | -3.8% |
| 6M | +2.2% | -30.7% | +32.9% | -7.6% |
| YTD | +11.7% | -28.1% | +39.8% | +2.7% |
| 1Y | +14.3% | -35.1% | +49.3% | +2.4% |
| 3Y | +70.3% | -79.6% | +149.9% | +14.8% |
| 5Y | +82.3% | -86.3% | +168.6% | +24.3% |
| All | +253.9% | -99.6% | +353.5% | +5.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling