+227.7%
VLO vs SPXS
-80.6%
+308.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.0% | +3.3% |
| 7D | +6.8% | -9.5% | +16.2% | +4.9% |
| 30D | -17.9% | +7.4% | -25.2% | -16.5% |
| 3M | +13.5% | +6.1% | +7.4% | +15.3% |
| 6M | +53.0% | -7.3% | +60.3% | +51.5% |
| YTD | +133.7% | -26.7% | +160.5% | +120.2% |
| 1Y | +115.7% | -26.2% | +141.9% | +104.2% |
| All | +227.7% | -80.6% | +308.2% | +121.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling