+135.9%
XLU vs SPXS
-99.6%
+235.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.8% |
| 7D | -1.6% | +2.5% | -4.1% | -1.1% |
| 30D | -3.3% | +4.2% | -7.5% | -2.5% |
| 3M | -3.2% | -9.3% | +6.2% | -4.8% |
| 6M | -7.0% | -30.7% | +23.7% | -12.9% |
| YTD | +0.6% | -28.1% | +28.7% | -4.9% |
| 1Y | +2.4% | -35.1% | +37.5% | -4.8% |
| 3Y | +46.3% | -79.6% | +125.8% | +12.0% |
| 5Y | +44.0% | -86.3% | +130.2% | +9.9% |
| All | +135.9% | -99.6% | +235.4% | +7.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling