-100.0%
SPXU vs VIG
+772.7%
-872.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | -0.8% |
| 7D | -1.5% | -0.4% | -1.1% | -2.7% |
| 30D | +3.7% | -2.1% | +5.8% | -2.9% |
| 3M | -9.6% | +3.3% | -12.9% | +1.7% |
| 6M | -32.4% | +9.3% | -41.6% | -6.8% |
| YTD | -28.7% | +10.1% | -38.8% | +1.9% |
| 1Y | -38.2% | +14.7% | -52.9% | +2.4% |
| 3Y | -80.4% | +56.9% | -137.4% | +14.1% |
| 5Y | -86.0% | +62.9% | -148.9% | +37.6% |
| 10Y | -99.5% | +241.3% | -340.8% | +34.7% |
| All | -100.0% | +772.7% | -872.7% | +22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling