+1,381.8%
XRT vs SPXS
-100.0%
+1,481.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | -1.5% |
| 7D | -1.4% | +1.5% | -2.9% | -0.5% |
| 30D | +9.8% | +6.3% | +3.4% | +12.9% |
| 3M | +3.3% | +4.2% | -1.0% | +5.8% |
| 6M | +13.6% | -7.9% | +21.5% | +12.2% |
| YTD | +9.1% | -27.5% | +36.6% | +0.3% |
| 1Y | +15.1% | -27.0% | +42.1% | +6.4% |
| 3Y | +59.9% | -80.5% | +140.5% | +2.6% |
| 5Y | -1.7% | -84.0% | +82.2% | -29.5% |
| 10Y | +141.1% | -99.5% | +240.6% | -27.1% |
| All | +1,381.8% | -100.0% | +1,481.8% | +16.4% |
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