+3,313.8%
XLK vs SPXS
-100.0%
+3,413.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -0.7% |
| 7D | -0.4% | +6.4% | -6.8% | +2.0% |
| 30D | -0.5% | +6.0% | -6.5% | +1.9% |
| 3M | +5.0% | -11.6% | +16.6% | +1.5% |
| 6M | +32.9% | -28.7% | +61.6% | +20.6% |
| YTD | +29.0% | -26.3% | +55.2% | +19.4% |
| 1Y | +37.8% | -34.9% | +72.8% | +23.3% |
| 3Y | +118.7% | -79.5% | +198.1% | +46.5% |
| 5Y | +145.6% | -85.9% | +231.5% | +72.7% |
| 10Y | +791.5% | -99.5% | +891.0% | +193.3% |
| All | +3,313.8% | -100.0% | +3,413.8% | +266.8% |
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 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