-82.4%
SPXS vs VLTO
+57.1%
-139.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.5% | -4.4% | -3.6% |
| 7D | +1.5% | +1.5% | 0.0% | +2.7% |
| 30D | +6.3% | +20.9% | -14.6% | +22.2% |
| 3M | +4.2% | +21.4% | -17.2% | +20.4% |
| 6M | -7.9% | +37.6% | -45.5% | +18.0% |
| YTD | -27.5% | +19.5% | -47.0% | -18.0% |
| 1Y | -27.0% | +22.0% | -49.0% | -15.4% |
| 3Y | -80.5% | +70.7% | -151.2% | -70.1% |
| All | -82.4% | +57.1% | -139.5% | -73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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