-99.8%
SPXS vs VTEB
+25.1%
-124.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +0.4% |
| 7D | +6.4% | -1.2% | +7.6% | +3.8% |
| 30D | +6.0% | -2.9% | +8.9% | 0.0% |
| 3M | -11.6% | -3.2% | -8.5% | -17.0% |
| 6M | -28.7% | -2.6% | -26.1% | -32.0% |
| YTD | -26.3% | -1.8% | -24.4% | -28.5% |
| 1Y | -34.9% | +0.2% | -35.1% | -34.3% |
| 3Y | -79.5% | +8.2% | -87.7% | -75.5% |
| 5Y | -85.9% | +0.8% | -86.8% | -84.8% |
| 10Y | -99.5% | +17.7% | -117.2% | -99.6% |
| All | -99.8% | +25.1% | -124.8% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling