+2,397.0%
VRT vs SPXS
-98.8%
+2,495.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.9% | -7.5% | -4.7% |
| 7D | -7.7% | +6.4% | -14.1% | -4.8% |
| 30D | -12.0% | +6.0% | -17.9% | -9.2% |
| 3M | -11.7% | -11.6% | 0.0% | -14.8% |
| 6M | -8.1% | -28.7% | +20.6% | -17.8% |
| YTD | +53.2% | -26.3% | +79.5% | +40.9% |
| 1Y | +81.7% | -34.9% | +116.6% | +61.4% |
| 3Y | +535.3% | -79.5% | +614.7% | +332.2% |
| 5Y | +916.4% | -85.9% | +1,002.3% | +640.4% |
| All | +2,397.0% | -98.8% | +2,495.7% | +1,156.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling