+215.2%
XLY vs SPXS
-99.6%
+314.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | 0.0% |
| 7D | -1.7% | +2.5% | -4.2% | -0.8% |
| 30D | -4.2% | +4.2% | -8.4% | -2.6% |
| 3M | -2.7% | -9.3% | +6.6% | -5.3% |
| 6M | -0.6% | -30.7% | +30.1% | -11.2% |
| YTD | -5.0% | -28.1% | +23.0% | -13.5% |
| 1Y | -4.1% | -35.1% | +31.0% | -15.0% |
| 3Y | +33.6% | -79.6% | +113.2% | -12.3% |
| 5Y | +28.7% | -86.3% | +115.0% | -12.2% |
| All | +215.2% | -99.6% | +314.7% | +0.2% |
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