+175.8%
VSH vs SPXS
-99.5%
+275.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | 0.0% |
| 7D | +3.1% | +6.4% | -3.3% | +6.3% |
| 30D | -5.7% | +6.0% | -11.7% | -2.8% |
| 3M | -42.5% | -11.6% | -30.8% | -44.5% |
| 6M | +82.7% | -28.7% | +111.4% | +64.0% |
| YTD | +118.2% | -26.3% | +144.5% | +101.0% |
| 1Y | +109.7% | -34.9% | +144.6% | +86.0% |
| 3Y | +35.3% | -79.5% | +114.7% | -14.7% |
| 5Y | +65.6% | -85.9% | +151.5% | +8.3% |
| All | +175.8% | -99.5% | +275.4% | -35.5% |
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