-44.6%
VG vs SPXS
-51.3%
+6.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.6% |
| 7D | +14.0% | -7.5% | +21.5% | +11.8% |
| 30D | -1.0% | +5.3% | -6.3% | +0.8% |
| 3M | -2.7% | +9.7% | -12.4% | +0.3% |
| 6M | +1.5% | -4.6% | +6.0% | 0.0% |
| YTD | +93.7% | -25.8% | +119.5% | +71.7% |
| 1Y | +68.5% | -28.8% | +97.3% | +46.6% |
| All | -44.6% | -51.3% | +6.8% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling