-100.0%
SPXS vs VEU
+399.2%
-499.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | -0.4% |
| 7D | +1.2% | +0.3% | +0.9% | +2.1% |
| 30D | +5.2% | +0.7% | +4.5% | +7.0% |
| 3M | -9.2% | +4.7% | -13.8% | +3.4% |
| 6M | -29.6% | +11.6% | -41.2% | -3.3% |
| YTD | -27.6% | +16.8% | -44.4% | +12.0% |
| 1Y | -36.7% | +24.9% | -61.6% | +17.2% |
| 3Y | -79.8% | +75.7% | -155.6% | +3.5% |
| 5Y | -85.9% | +56.1% | -142.0% | -25.2% |
| 10Y | -99.5% | +153.6% | -253.2% | -83.4% |
| All | -100.0% | +399.2% | -499.2% | -98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling