+502.1%
XLP vs SPXS
-100.0%
+602.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.6% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | -0.9% | +0.8% | -1.7% | -0.7% |
| 3M | +3.8% | -4.7% | +8.5% | +3.1% |
| 6M | -1.7% | -29.6% | +27.9% | -7.4% |
| YTD | +10.3% | -29.8% | +40.1% | +4.0% |
| 1Y | +7.8% | -38.9% | +46.7% | -0.7% |
| 3Y | +27.2% | -79.6% | +106.8% | -1.1% |
| 5Y | +32.5% | -85.9% | +118.4% | +3.5% |
| 10Y | +101.8% | -99.5% | +201.3% | -3.3% |
| All | +502.1% | -100.0% | +602.1% | +43.8% |
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 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