+44.8%
XLP vs SPXS
-80.3%
+125.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.5% |
| 7D | +2.5% | -7.5% | +10.0% | +2.1% |
| 30D | +7.3% | +5.3% | +2.0% | +7.7% |
| 3M | +8.1% | +9.7% | -1.6% | +8.8% |
| 6M | +10.5% | -4.6% | +15.0% | +10.4% |
| YTD | +21.2% | -25.8% | +47.0% | +18.9% |
| 1Y | +22.7% | -28.8% | +51.5% | +20.0% |
| 3Y | +44.8% | -80.2% | +125.0% | +21.0% |
| All | +44.8% | -80.3% | +125.1% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling