+44.0%
XLP vs SPXS
-83.0%
+127.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.6% |
| 7D | +2.5% | -7.5% | +10.0% | +1.6% |
| 30D | +7.3% | +5.3% | +2.0% | +8.2% |
| 3M | +8.1% | +9.7% | -1.6% | +9.6% |
| 6M | +10.5% | -4.6% | +15.0% | +10.3% |
| YTD | +21.2% | -25.8% | +47.0% | +17.4% |
| 1Y | +22.7% | -28.8% | +51.5% | +18.4% |
| 3Y | +44.8% | -80.2% | +125.0% | +18.2% |
| All | +44.0% | -83.0% | +127.1% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling