-79.4%
SPXU vs VIG
+54.7%
-134.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +0.3% |
| 7D | +6.4% | -2.2% | +8.6% | -1.2% |
| 30D | +5.9% | -3.2% | +9.2% | -4.7% |
| 3M | -11.7% | +3.0% | -14.7% | -1.4% |
| 6M | -28.7% | +8.1% | -36.8% | -4.2% |
| YTD | -26.4% | +9.1% | -35.4% | +3.0% |
| 1Y | -35.2% | +12.6% | -47.8% | +2.6% |
| All | -79.4% | +54.7% | -134.1% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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