-80.6%
SPXS vs VLTO
+54.8%
-135.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.5% |
| 7D | +7.5% | +5.4% | +2.1% | +11.7% |
| 30D | +17.5% | +22.3% | -4.8% | +36.3% |
| 3M | +14.7% | +19.6% | -4.9% | +31.0% |
| 6M | -0.1% | +35.2% | -35.3% | +26.1% |
| YTD | -19.7% | +17.9% | -37.6% | -10.2% |
| 1Y | -23.6% | +19.5% | -43.1% | -13.0% |
| 3Y | -79.2% | +73.9% | -153.1% | -67.7% |
| All | -80.6% | +54.8% | -135.4% | -71.5% |
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