-100.0%
SPXS vs VT
+635.3%
-735.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.1% | -0.2% |
| 7D | +7.5% | -2.3% | +9.8% | +1.9% |
| 30D | +17.5% | -5.0% | +22.4% | +3.8% |
| 3M | +14.7% | -4.9% | +19.5% | +2.4% |
| 6M | -0.1% | -1.5% | +1.4% | +0.9% |
| YTD | -19.7% | +8.5% | -28.2% | +10.6% |
| 1Y | -23.6% | +11.4% | -35.0% | +14.5% |
| 3Y | -79.2% | +70.1% | -149.3% | +32.5% |
| 5Y | -81.7% | +53.7% | -135.5% | +34.7% |
| 10Y | -99.5% | +220.0% | -319.5% | -34.3% |
| All | -100.0% | +635.3% | -735.3% | -83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling