-79.1%
SPXS vs VEU
+72.0%
-151.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.1% | -1.0% |
| 7D | +6.4% | -1.9% | +8.3% | +1.9% |
| 30D | +6.0% | -0.7% | +6.7% | +4.5% |
| 3M | -11.6% | +4.9% | -16.5% | +0.4% |
| 6M | -28.7% | +9.8% | -38.6% | -6.4% |
| YTD | -26.3% | +15.3% | -41.6% | +11.0% |
| 1Y | -34.9% | +23.0% | -58.0% | +17.7% |
| All | -79.1% | +72.0% | -151.0% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling