-83.2%
SPXS vs VIG
+64.4%
-147.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -7.5% | +3.5% | -11.0% | +4.1% |
| 30D | +5.3% | +4.9% | +0.4% | +25.5% |
| 3M | +9.7% | +2.5% | +7.2% | +21.5% |
| 6M | -4.6% | +11.0% | -15.6% | +40.1% |
| YTD | -25.8% | +16.0% | -41.7% | +30.2% |
| 1Y | -28.8% | +17.5% | -46.3% | +31.7% |
| 3Y | -80.2% | +67.0% | -147.2% | +55.0% |
| All | -83.2% | +64.4% | -147.6% | +92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling