+644.0%
VNQ vs SPXS
-100.0%
+744.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.7% | -0.2% |
| 7D | -2.6% | +6.4% | -9.0% | -0.4% |
| 30D | -2.3% | +6.0% | -8.3% | -0.1% |
| 3M | -2.8% | -11.6% | +8.8% | -6.7% |
| 6M | +2.5% | -28.7% | +31.2% | -8.3% |
| YTD | +8.4% | -26.3% | +34.7% | -1.4% |
| 1Y | +6.8% | -34.9% | +41.7% | -6.8% |
| 3Y | +29.9% | -79.5% | +109.4% | -19.5% |
| 5Y | +7.2% | -85.9% | +93.1% | -32.8% |
| 10Y | +62.5% | -99.5% | +162.1% | -64.7% |
| All | +644.0% | -100.0% | +744.0% | -82.6% |
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 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