+192.7%
VLO vs SPXS
-80.2%
+272.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.6% | +1.6% | +3.6% |
| 7D | +5.8% | -1.5% | +7.3% | +5.4% |
| 30D | +28.3% | +3.7% | +24.7% | +29.3% |
| 3M | +48.7% | -9.6% | +58.3% | +46.0% |
| 6M | +71.9% | -32.4% | +104.3% | +57.8% |
| YTD | +138.7% | -28.7% | +167.3% | +123.0% |
| 1Y | +148.5% | -38.1% | +186.5% | +124.1% |
| 3Y | +192.7% | -80.1% | +272.8% | +106.1% |
| All | +192.7% | -80.2% | +272.9% | +106.1% |
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