+108.1%
XLRE vs SPXS
-99.7%
+207.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +0.2% |
| 7D | -1.2% | +2.5% | -3.7% | -0.5% |
| 30D | -2.4% | +4.2% | -6.6% | -1.2% |
| 3M | -2.5% | -9.3% | +6.8% | -4.7% |
| 6M | +4.0% | -30.7% | +34.7% | -4.8% |
| YTD | +9.3% | -28.1% | +37.3% | +1.4% |
| 1Y | +5.6% | -35.1% | +40.6% | -4.3% |
| 3Y | +31.3% | -79.6% | +110.9% | -7.3% |
| 5Y | +9.5% | -86.3% | +95.8% | -21.8% |
| 10Y | +89.0% | -99.5% | +188.5% | -28.5% |
| All | +108.1% | -99.7% | +207.8% | -24.5% |
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