-83.0%
SPXS vs VLTO
+27.2%
-110.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | 0.0% |
| 7D | -0.1% | -2.3% | +2.2% | -1.9% |
| 30D | +0.8% | -0.9% | +1.7% | +0.2% |
| 3M | -4.7% | +13.8% | -18.5% | +6.6% |
| 6M | -29.6% | +2.0% | -31.6% | -28.7% |
| YTD | -29.8% | -3.2% | -26.6% | -32.1% |
| 1Y | -38.9% | -9.2% | -29.8% | -44.6% |
| All | -83.0% | +27.2% | -110.2% | -78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling