-15.6%
XYL vs SPXS
-85.4%
+69.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -0.4% |
| 7D | -1.2% | +6.4% | -7.6% | +0.8% |
| 30D | -13.2% | +6.0% | -19.2% | -11.3% |
| 3M | -0.2% | -11.6% | +11.5% | -3.6% |
| 6M | -12.5% | -28.7% | +16.2% | -20.7% |
| YTD | -20.9% | -26.3% | +5.4% | -27.0% |
| 1Y | -21.6% | -34.9% | +13.4% | -30.2% |
| 3Y | +16.1% | -79.5% | +95.6% | -23.6% |
| 5Y | -15.6% | -85.9% | +70.3% | -42.6% |
| All | -15.6% | -85.4% | +69.8% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling