-49.4%
VG vs SPXS
-50.5%
+1.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +2.0% |
| 7D | -7.7% | +0.4% | -8.1% | -7.3% |
| 30D | -8.8% | +10.8% | -19.6% | -5.9% |
| 3M | -15.6% | +9.6% | -25.3% | -13.1% |
| 6M | +5.2% | -4.7% | +9.9% | +3.3% |
| YTD | +76.9% | -24.6% | +101.5% | +57.4% |
| 1Y | +42.5% | -24.6% | +67.1% | +27.8% |
| All | -49.4% | -50.5% | +1.1% | -50.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling