+800.0%
VGT vs SPXS
-99.6%
+899.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +0.2% |
| 7D | -0.2% | +2.5% | -2.7% | +0.9% |
| 30D | -0.4% | +4.2% | -4.6% | +1.5% |
| 3M | +4.4% | -9.3% | +13.7% | +1.4% |
| 6M | +32.1% | -30.7% | +62.8% | +16.6% |
| YTD | +28.8% | -28.1% | +56.8% | +16.5% |
| 1Y | +35.3% | -35.1% | +70.4% | +18.8% |
| 3Y | +124.8% | -79.6% | +204.3% | +41.3% |
| 5Y | +137.9% | -86.3% | +224.2% | +56.5% |
| All | +800.0% | -99.6% | +899.5% | +146.2% |
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