+4,328.3%
VLO vs SPXS
-100.0%
+4,428.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.8% |
| 7D | +9.6% | -7.5% | +17.1% | +6.5% |
| 30D | -17.4% | +5.3% | -22.7% | -15.2% |
| 3M | +10.8% | +9.7% | +1.1% | +15.6% |
| 6M | +56.9% | -4.6% | +61.5% | +55.4% |
| YTD | +136.8% | -25.8% | +162.6% | +111.9% |
| 1Y | +120.7% | -28.8% | +149.4% | +94.6% |
| 3Y | +231.9% | -80.2% | +312.1% | +91.0% |
| 5Y | +479.0% | -83.2% | +562.2% | +263.4% |
| 10Y | +792.2% | -99.5% | +891.7% | +89.0% |
| All | +4,328.3% | -100.0% | +4,428.3% | +73.9% |
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