-20.5%
SPXS vs VTEB
+0.7%
-21.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +0.4% | +12.9% | +14.4% |
| 7D | +14.3% | +1.2% | +13.1% | +18.6% |
| 30D | +19.4% | +4.2% | +15.3% | +37.6% |
| 3M | +16.2% | -0.5% | +16.8% | +3.0% |
| 6M | -3.4% | -0.6% | -2.9% | -14.4% |
| YTD | -19.1% | +0.3% | -19.3% | -24.6% |
| 1Y | -20.5% | +0.8% | -21.3% | -25.1% |
| All | -20.5% | +0.7% | -21.1% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 1y: compounded portfolio wealth divided by compounded VTEB 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…
1y analysis · Full analysis span regression · 6 months rolling