+132.2%
XRT vs SPXS
-99.5%
+231.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.9% | -1.5% |
| 7D | -0.4% | -9.5% | +9.0% | -3.7% |
| 30D | +7.5% | +7.4% | +0.1% | +11.0% |
| 3M | +2.3% | +6.1% | -3.8% | +5.5% |
| 6M | +12.8% | -7.3% | +20.1% | +11.7% |
| YTD | +7.1% | -26.7% | +33.8% | -1.1% |
| 1Y | +12.3% | -26.2% | +38.5% | +4.3% |
| 3Y | +57.0% | -80.3% | +137.3% | +1.2% |
| 5Y | -4.3% | -83.4% | +79.1% | -30.8% |
| All | +132.2% | -99.5% | +231.8% | -30.2% |
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