-100.0%
SPXS vs VIG
+793.8%
-893.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | -0.9% |
| 7D | -1.5% | -0.4% | -1.1% | -2.8% |
| 30D | +3.7% | -2.1% | +5.8% | -3.0% |
| 3M | -9.6% | +3.3% | -12.9% | +1.8% |
| 6M | -32.4% | +9.3% | -41.7% | -6.6% |
| YTD | -28.7% | +10.1% | -38.8% | +2.3% |
| 1Y | -38.1% | +14.7% | -52.8% | +3.1% |
| 3Y | -80.1% | +56.9% | -137.1% | +18.1% |
| 5Y | -85.9% | +62.9% | -148.8% | +42.0% |
| 10Y | -99.5% | +241.3% | -340.8% | +44.0% |
| All | -100.0% | +793.8% | -893.8% | -8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling