-85.9%
SPXS vs VCLT
-17.3%
-68.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.0% | +0.2% |
| 7D | +6.4% | -1.3% | +7.7% | +4.4% |
| 30D | +6.0% | -1.1% | +7.1% | +4.4% |
| 3M | -11.6% | -3.7% | -7.9% | -15.9% |
| 6M | -28.7% | -4.0% | -24.7% | -31.8% |
| YTD | -26.3% | -3.4% | -22.9% | -28.8% |
| 1Y | -34.9% | -4.1% | -30.8% | -37.7% |
| 3Y | -79.5% | +11.0% | -90.4% | -74.6% |
| 5Y | -85.9% | -17.0% | -68.9% | -84.2% |
| All | -85.9% | -17.3% | -68.6% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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