+603.7%
VMC vs SPXS
-100.0%
+703.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +1.4% |
| 7D | -4.3% | -0.1% | -4.2% | -4.3% |
| 30D | -8.2% | +0.8% | -9.1% | -7.9% |
| 3M | -7.0% | -4.7% | -2.3% | -7.9% |
| 6M | -10.8% | -29.6% | +18.9% | -20.1% |
| YTD | -7.4% | -29.8% | +22.4% | -16.8% |
| 1Y | -9.5% | -38.9% | +29.4% | -22.1% |
| 3Y | +20.5% | -79.6% | +100.1% | -23.6% |
| 5Y | +51.6% | -85.9% | +137.5% | -0.9% |
| 10Y | +150.0% | -99.5% | +249.6% | -38.8% |
| All | +603.7% | -100.0% | +703.7% | -64.3% |
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