-79.6%
SPXS vs VYM
+65.1%
-144.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -0.4% |
| 7D | +2.5% | -0.8% | +3.3% | +0.2% |
| 30D | +4.2% | -2.2% | +6.5% | -2.4% |
| 3M | -9.3% | +3.1% | -12.4% | 0.0% |
| 6M | -30.7% | +9.7% | -40.4% | -5.8% |
| YTD | -28.1% | +14.9% | -43.0% | +13.2% |
| 1Y | -35.1% | +17.6% | -52.6% | +11.2% |
| 3Y | -79.6% | +65.3% | -144.9% | +12.6% |
| All | -79.6% | +65.1% | -144.6% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 3y: compounded portfolio wealth divided by compounded VYM 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…
3y analysis · Full analysis span regression · 6 months rolling