+22.4%
XLP vs SPXS
-21.5%
+44.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.3% |
| 7D | +0.7% | +7.5% | -6.8% | +0.6% |
| 30D | +10.3% | +17.5% | -7.2% | +9.8% |
| 3M | +6.5% | +14.7% | -8.1% | +6.1% |
| 6M | +8.4% | -0.1% | +8.5% | +8.1% |
| YTD | +18.2% | -19.7% | +37.9% | +16.5% |
| 1Y | +22.4% | -23.6% | +46.0% | +20.8% |
| All | +22.4% | -21.5% | +44.0% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling