-100.0%
SPXS vs VO
+994.0%
-1,094.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +0.7% |
| 7D | -0.1% | -0.3% | +0.2% | -0.7% |
| 30D | +0.8% | -0.3% | +1.2% | +0.2% |
| 3M | -4.7% | +2.9% | -7.7% | +4.7% |
| 6M | -29.6% | +9.3% | -39.0% | -7.4% |
| YTD | -29.8% | +14.2% | -44.0% | +4.4% |
| 1Y | -38.9% | +15.3% | -54.2% | -5.3% |
| 3Y | -79.6% | +56.2% | -135.9% | -10.2% |
| 5Y | -85.9% | +42.4% | -128.4% | -24.7% |
| 10Y | -99.5% | +194.7% | -294.3% | -56.4% |
| All | -100.0% | +994.0% | -1,094.0% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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