-100.0%
SPXS vs VYM
+752.9%
-852.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +0.3% |
| 7D | +6.4% | -1.9% | +8.2% | +0.6% |
| 30D | +6.0% | -2.6% | +8.6% | -1.9% |
| 3M | -11.6% | +3.6% | -15.2% | -0.9% |
| 6M | -28.7% | +8.7% | -37.4% | -5.6% |
| YTD | -26.3% | +14.1% | -40.4% | +14.2% |
| 1Y | -34.9% | +17.8% | -52.7% | +12.7% |
| 3Y | -79.5% | +64.5% | -144.0% | +22.3% |
| 5Y | -85.9% | +77.5% | -163.5% | +47.9% |
| 10Y | -99.5% | +206.1% | -305.7% | -34.1% |
| All | -100.0% | +752.9% | -852.9% | -63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling