-99.5%
SPXS vs VEU
+155.0%
-254.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.5% | +0.4% |
| 7D | +2.5% | -1.4% | +3.9% | -1.3% |
| 30D | +4.2% | -0.4% | +4.6% | +3.3% |
| 3M | -9.3% | +2.5% | -11.9% | -1.4% |
| 6M | -30.7% | +11.1% | -41.8% | -3.0% |
| YTD | -28.1% | +16.5% | -44.6% | +15.7% |
| 1Y | -35.1% | +22.9% | -58.0% | +23.3% |
| 3Y | -79.6% | +73.4% | -153.0% | +23.1% |
| 5Y | -86.3% | +56.1% | -142.4% | -14.7% |
| All | -99.5% | +155.0% | -254.5% | -77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 10y: compounded portfolio wealth divided by compounded VEU 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…
10y analysis · Full analysis span regression · 6 months rolling