-87.3%
SPXS vs VSXY
+37.7%
-124.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.5% | +5.0% | +0.5% |
| 7D | +1.2% | -10.7% | +12.0% | -1.9% |
| 30D | +5.2% | -24.3% | +29.4% | -2.6% |
| 3M | -9.2% | +1.0% | -10.2% | -7.9% |
| 6M | -29.6% | +57.4% | -86.9% | -15.6% |
| YTD | -27.6% | +39.8% | -67.4% | -15.3% |
| 1Y | -36.7% | +196.5% | -233.2% | -2.8% |
| 3Y | -79.8% | +357.2% | -437.1% | -55.3% |
| 5Y | -85.9% | +18.9% | -104.8% | -76.7% |
| All | -87.3% | +37.7% | -124.9% | -78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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