+469.3%
XLU vs SPXS
-100.0%
+569.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.8% | -0.6% |
| 7D | -1.2% | +6.4% | -7.6% | 0.0% |
| 30D | -2.5% | +6.0% | -8.5% | -1.4% |
| 3M | -2.7% | -11.6% | +8.9% | -4.8% |
| 6M | -7.5% | -28.7% | +21.3% | -12.8% |
| YTD | +0.9% | -26.3% | +27.2% | -4.1% |
| 1Y | +3.3% | -34.9% | +38.2% | -3.9% |
| 3Y | +47.3% | -79.5% | +126.8% | +14.0% |
| 5Y | +44.4% | -85.9% | +130.3% | +12.0% |
| 10Y | +140.8% | -99.5% | +240.3% | +13.2% |
| All | +469.3% | -100.0% | +569.3% | +21.9% |
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