-85.9%
SPXS vs VEU
+53.0%
-139.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.1% | -1.3% |
| 7D | +6.4% | -1.9% | +8.3% | +1.4% |
| 30D | +6.0% | -0.7% | +6.7% | +4.3% |
| 3M | -11.6% | +4.9% | -16.5% | +1.4% |
| 6M | -28.7% | +9.8% | -38.6% | -4.6% |
| YTD | -26.3% | +15.3% | -41.6% | +13.4% |
| 1Y | -34.9% | +23.0% | -58.0% | +21.2% |
| 3Y | -79.5% | +73.5% | -152.9% | +18.4% |
| 5Y | -85.9% | +54.5% | -140.4% | -17.0% |
| All | -85.9% | +53.0% | -139.0% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling