-79.5%
SPXS vs VIG
+55.4%
-134.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +2.0% | -0.3% |
| 7D | +1.2% | -1.2% | +2.4% | -2.5% |
| 30D | +5.2% | -2.8% | +8.0% | -4.1% |
| 3M | -9.2% | +2.5% | -11.6% | -0.3% |
| 6M | -29.6% | +8.1% | -37.7% | -5.5% |
| YTD | -27.6% | +9.6% | -37.2% | +2.8% |
| 1Y | -36.7% | +14.2% | -50.9% | +5.0% |
| All | -79.5% | +55.4% | -134.9% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling