+326.1%
XOM vs SPXS
-100.0%
+426.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +2.6% |
| 7D | 0.0% | +1.2% | -1.2% | +0.4% |
| 30D | +3.4% | +5.2% | -1.7% | +4.8% |
| 3M | +11.0% | -9.2% | +20.2% | +8.2% |
| 6M | +10.6% | -29.6% | +40.2% | +0.6% |
| YTD | +39.2% | -27.6% | +66.8% | +27.8% |
| 1Y | +52.7% | -36.7% | +89.5% | +35.6% |
| 3Y | +56.8% | -79.8% | +136.6% | +7.1% |
| 5Y | +261.8% | -85.9% | +347.7% | +148.9% |
| 10Y | +191.3% | -99.5% | +290.8% | -1.4% |
| All | +326.1% | -100.0% | +426.1% | -50.2% |
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 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