+61.8%
VNQ vs SPXS
-99.6%
+161.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +0.1% |
| 7D | -1.3% | +2.5% | -3.8% | -0.6% |
| 30D | -2.6% | +4.2% | -6.8% | -1.4% |
| 3M | -2.0% | -9.3% | +7.3% | -4.3% |
| 6M | +4.3% | -30.7% | +35.0% | -4.8% |
| YTD | +9.2% | -28.1% | +37.3% | +1.0% |
| 1Y | +5.6% | -35.1% | +40.7% | -4.7% |
| 3Y | +30.8% | -79.6% | +110.4% | -9.0% |
| 5Y | +8.0% | -86.3% | +94.2% | -24.1% |
| All | +61.8% | -99.6% | +161.3% | -40.2% |
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