+545.4%
XLP vs SPXS
-100.0%
+645.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.4% |
| 7D | +0.7% | +7.5% | -6.8% | +2.3% |
| 30D | +10.3% | +17.5% | -7.2% | +13.8% |
| 3M | +6.5% | +14.7% | -8.1% | +9.6% |
| 6M | +8.4% | -0.1% | +8.5% | +8.9% |
| YTD | +18.2% | -19.7% | +37.9% | +14.6% |
| 1Y | +22.4% | -23.6% | +46.0% | +17.7% |
| 3Y | +41.9% | -79.2% | +121.1% | +10.5% |
| 5Y | +40.9% | -81.7% | +122.6% | +15.7% |
| 10Y | +128.4% | -99.5% | +227.9% | +9.8% |
| All | +545.4% | -100.0% | +645.4% | +58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling