+442.6%
XYL vs SPXS
-100.0%
+542.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -0.6% |
| 7D | +0.8% | +1.2% | -0.4% | +1.3% |
| 30D | -10.8% | +5.2% | -16.0% | -9.1% |
| 3M | -2.5% | -9.2% | +6.6% | -5.1% |
| 6M | -12.2% | -29.6% | +17.4% | -21.0% |
| YTD | -20.1% | -27.6% | +7.6% | -27.0% |
| 1Y | -20.6% | -36.7% | +16.1% | -30.3% |
| 3Y | +17.3% | -79.8% | +97.2% | -23.7% |
| 5Y | -14.5% | -85.9% | +71.4% | -42.0% |
| 10Y | +150.2% | -99.5% | +249.7% | -26.0% |
| All | +442.6% | -100.0% | +542.6% | -8.6% |
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 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