+592.1%
VMC vs SPXS
-100.0%
+692.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.3% | -1.0% |
| 7D | -0.5% | -1.5% | +1.0% | -1.1% |
| 30D | -9.1% | +3.7% | -12.8% | -7.8% |
| 3M | -4.1% | -9.6% | +5.4% | -7.0% |
| 6M | -5.5% | -32.4% | +26.9% | -16.7% |
| YTD | -8.9% | -28.7% | +19.7% | -17.6% |
| 1Y | -12.9% | -38.1% | +25.1% | -24.7% |
| 3Y | +22.1% | -80.1% | +102.3% | -23.3% |
| 5Y | +52.7% | -85.9% | +138.6% | -0.2% |
| 10Y | +152.7% | -99.5% | +252.3% | -37.7% |
| All | +592.1% | -100.0% | +692.1% | -64.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling