-81.7%
SPXS vs VT
+53.4%
-135.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.1% | -0.1% |
| 7D | +7.5% | -2.3% | +9.8% | +1.4% |
| 30D | +17.5% | -5.0% | +22.4% | +2.6% |
| 3M | +14.7% | -4.9% | +19.5% | +1.2% |
| 6M | -0.1% | -1.5% | +1.4% | +0.7% |
| YTD | -19.7% | +8.5% | -28.2% | +13.3% |
| 1Y | -23.6% | +11.4% | -35.0% | +18.4% |
| 3Y | -79.2% | +70.1% | -149.3% | +57.8% |
| All | -81.7% | +53.4% | -135.1% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 5y: compounded portfolio wealth divided by compounded VT 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…
5y analysis · Full analysis span regression · 6 months rolling