+125.7%
VMC vs SPXS
-99.5%
+225.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.2% |
| 7D | -1.3% | -7.5% | +6.2% | -3.5% |
| 30D | +15.5% | +5.3% | +10.1% | +18.0% |
| 3M | +0.6% | +9.7% | -9.1% | +4.4% |
| 6M | +2.1% | -4.6% | +6.6% | +2.3% |
| YTD | -1.6% | -25.8% | +24.2% | -7.6% |
| 1Y | -1.2% | -28.8% | +27.6% | -8.2% |
| 3Y | +35.3% | -80.2% | +115.5% | -7.9% |
| 5Y | +43.6% | -83.2% | +126.8% | +7.5% |
| All | +125.7% | -99.5% | +225.2% | -34.6% |
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