+28.3%
XLP vs SPXS
-79.7%
+108.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.7% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | -0.9% | +0.8% | -1.7% | -0.8% |
| 3M | +3.8% | -4.7% | +8.5% | +3.7% |
| 6M | -1.7% | -29.6% | +27.9% | -4.2% |
| YTD | +10.3% | -29.8% | +40.1% | +7.5% |
| 1Y | +7.8% | -38.9% | +46.7% | +3.8% |
| All | +28.3% | -79.7% | +108.0% | +9.0% |
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