+827.5%
XLV vs SPXS
-100.0%
+927.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.8% |
| 7D | -3.6% | +2.5% | -6.0% | -3.0% |
| 30D | -1.8% | +4.2% | -6.0% | -0.8% |
| 3M | +7.8% | -9.3% | +17.1% | +5.6% |
| 6M | +9.1% | -30.7% | +39.8% | +0.8% |
| YTD | +7.7% | -28.1% | +35.8% | +0.7% |
| 1Y | +20.4% | -35.1% | +55.5% | +10.4% |
| 3Y | +30.8% | -79.6% | +110.3% | -4.0% |
| 5Y | +34.6% | -86.3% | +120.9% | -1.0% |
| 10Y | +173.4% | -99.5% | +272.9% | +10.0% |
| All | +827.5% | -100.0% | +927.5% | +75.4% |
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 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