+4,271.4%
VLO vs SPXS
-100.0%
+4,371.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.0% | +3.5% |
| 7D | +6.8% | -9.5% | +16.2% | +2.8% |
| 30D | -17.9% | +7.4% | -25.2% | -15.0% |
| 3M | +13.5% | +6.1% | +7.4% | +17.0% |
| 6M | +53.0% | -7.3% | +60.3% | +49.7% |
| YTD | +133.7% | -26.7% | +160.5% | +108.1% |
| 1Y | +115.7% | -26.2% | +141.9% | +93.2% |
| 3Y | +231.9% | -80.3% | +312.3% | +90.3% |
| 5Y | +471.6% | -83.4% | +555.0% | +256.9% |
| 10Y | +780.7% | -99.5% | +880.2% | +85.6% |
| All | +4,271.4% | -100.0% | +4,371.4% | +70.8% |
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 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