+4,222.1%
VLO vs SPXS
-100.0%
+4,322.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | +0.5% |
| 7D | +5.2% | -0.1% | +5.3% | +5.2% |
| 30D | +22.6% | +0.8% | +21.8% | +23.1% |
| 3M | +43.8% | -4.7% | +48.5% | +41.6% |
| 6M | +65.7% | -29.6% | +95.4% | +43.9% |
| YTD | +131.1% | -29.8% | +160.9% | +101.1% |
| 1Y | +143.6% | -38.9% | +182.6% | +101.7% |
| 3Y | +201.4% | -79.6% | +281.0% | +76.0% |
| 5Y | +568.9% | -85.9% | +654.8% | +288.8% |
| 10Y | +891.8% | -99.5% | +991.3% | +105.6% |
| All | +4,222.1% | -100.0% | +4,322.1% | +65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling