+102.9%
XLP vs SPXS
-99.5%
+202.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.4% |
| 7D | -1.4% | -1.5% | +0.1% | -1.7% |
| 30D | -1.3% | +3.7% | -5.0% | -0.6% |
| 3M | +1.8% | -9.6% | +11.4% | +0.2% |
| 6M | -0.8% | -32.4% | +31.6% | -7.1% |
| YTD | +9.5% | -28.7% | +38.2% | +3.8% |
| 1Y | +7.2% | -38.1% | +45.3% | -0.9% |
| 3Y | +27.1% | -80.1% | +107.3% | -1.9% |
| 5Y | +32.0% | -85.9% | +118.0% | +3.1% |
| 10Y | +102.9% | -99.5% | +202.4% | -8.8% |
| All | +102.9% | -99.5% | +202.4% | -8.8% |
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