+98.0%
VCIT vs SPXS
-100.0%
+197.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | -0.3% | -0.1% | -0.3% | -0.3% |
| 30D | -0.8% | +0.8% | -1.6% | -0.7% |
| 3M | -1.0% | -4.7% | +3.7% | -1.1% |
| 6M | -1.8% | -29.6% | +27.8% | -2.3% |
| YTD | -0.7% | -29.8% | +29.1% | -1.2% |
| 1Y | +1.0% | -38.9% | +39.9% | +0.3% |
| 3Y | +18.8% | -79.6% | +98.5% | +16.6% |
| 5Y | +3.5% | -85.9% | +89.4% | +1.2% |
| 10Y | +29.2% | -99.5% | +128.8% | +27.4% |
| All | +98.0% | -100.0% | +197.9% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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