-100.0%
SPXS vs VRSN
+1,698.9%
-1,798.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.4% | +5.0% | -2.2% |
| 7D | -1.5% | -2.1% | +0.6% | -3.9% |
| 30D | +3.7% | -3.9% | +7.6% | -0.8% |
| 3M | -9.6% | -0.1% | -9.5% | -10.3% |
| 6M | -32.4% | +16.4% | -48.8% | -19.6% |
| YTD | -28.7% | +17.2% | -45.9% | -15.1% |
| 1Y | -38.1% | +1.0% | -39.1% | -38.3% |
| 3Y | -80.1% | +39.1% | -119.2% | -68.2% |
| 5Y | -85.9% | +29.0% | -114.9% | -72.8% |
| 10Y | -99.5% | +275.8% | -375.3% | -94.6% |
| All | -100.0% | +1,698.9% | -1,798.8% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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