+80.4%
XLI vs SPXS
-85.4%
+165.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.2% |
| 7D | -2.3% | +6.4% | -8.7% | -0.5% |
| 30D | -8.2% | +6.0% | -14.1% | -6.5% |
| 3M | +0.8% | -11.6% | +12.4% | -2.2% |
| 6M | +0.8% | -28.7% | +29.6% | -7.1% |
| YTD | +10.5% | -26.3% | +36.8% | +3.2% |
| 1Y | +14.1% | -34.9% | +49.1% | +3.5% |
| 3Y | +68.6% | -79.5% | +148.0% | +19.6% |
| 5Y | +80.4% | -85.9% | +166.3% | +28.5% |
| All | +80.4% | -85.4% | +165.8% | +28.5% |
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 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