+123.0%
XRT vs SPXS
-99.6%
+222.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +0.5% |
| 7D | -3.2% | +2.5% | -5.7% | -2.3% |
| 30D | -4.5% | +4.2% | -8.7% | -3.0% |
| 3M | -3.1% | -9.3% | +6.2% | -5.8% |
| 6M | +4.2% | -30.7% | +34.9% | -6.8% |
| YTD | -0.1% | -28.1% | +28.0% | -9.0% |
| 1Y | -3.0% | -35.1% | +32.0% | -14.1% |
| 3Y | +41.8% | -79.6% | +121.4% | -7.3% |
| 5Y | -1.3% | -86.3% | +85.0% | -33.0% |
| All | +123.0% | -99.6% | +222.5% | -32.8% |
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