-99.5%
SPXS vs VIG
+250.0%
-349.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -0.1% |
| 7D | +2.5% | -1.1% | +3.6% | -0.9% |
| 30D | +4.2% | -2.7% | +6.9% | -4.4% |
| 3M | -9.3% | +2.5% | -11.9% | -0.7% |
| 6M | -30.7% | +9.2% | -39.9% | -4.7% |
| YTD | -28.1% | +9.8% | -37.9% | +1.8% |
| 1Y | -35.1% | +12.4% | -47.4% | +0.7% |
| 3Y | -79.6% | +55.9% | -135.5% | +15.8% |
| 5Y | -86.3% | +63.9% | -150.2% | +36.8% |
| All | -99.5% | +250.0% | -349.6% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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