+145.7%
VMC vs SPXS
-99.6%
+245.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +0.1% |
| 7D | -3.8% | +2.5% | -6.3% | -3.0% |
| 30D | -9.7% | +4.2% | -13.9% | -8.4% |
| 3M | -9.6% | -9.3% | -0.3% | -11.8% |
| 6M | -4.8% | -30.7% | +25.9% | -13.6% |
| YTD | -10.9% | -28.1% | +17.2% | -17.8% |
| 1Y | -15.6% | -35.1% | +19.5% | -24.1% |
| 3Y | +19.3% | -79.6% | +98.9% | -18.1% |
| 5Y | +48.0% | -86.3% | +134.3% | +3.9% |
| All | +145.7% | -99.6% | +245.3% | -25.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling