+1,360.6%
XRT vs SPXS
-100.0%
+1,460.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.9% |
| 7D | +1.7% | -7.5% | +9.2% | -0.9% |
| 30D | +7.5% | +5.3% | +2.2% | +10.2% |
| 3M | +2.2% | +9.7% | -7.5% | +6.6% |
| 6M | +14.7% | -4.6% | +19.2% | +14.7% |
| YTD | +7.5% | -25.8% | +33.3% | -0.3% |
| 1Y | +14.1% | -28.8% | +42.9% | +4.6% |
| 3Y | +58.8% | -80.2% | +138.9% | +2.5% |
| 5Y | -3.9% | -83.2% | +79.3% | -29.9% |
| 10Y | +137.7% | -99.5% | +237.2% | -27.6% |
| All | +1,360.6% | -100.0% | +1,460.6% | +15.7% |
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