+35.3%
VMC vs SPXS
-80.3%
+115.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.2% |
| 7D | -1.3% | -7.5% | +6.2% | -3.2% |
| 30D | +15.5% | +5.3% | +10.1% | +17.7% |
| 3M | +0.6% | +9.7% | -9.1% | +3.9% |
| 6M | +2.1% | -4.6% | +6.6% | +2.3% |
| YTD | -1.6% | -25.8% | +24.2% | -6.9% |
| 1Y | -1.2% | -28.8% | +27.6% | -7.4% |
| 3Y | +35.3% | -80.2% | +115.5% | -7.6% |
| All | +35.3% | -80.3% | +115.6% | -7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling