-18.9%
VST vs SPXS
-38.2%
+19.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +2.4% |
| 7D | +9.9% | -1.5% | +11.4% | +9.0% |
| 30D | +7.9% | +3.7% | +4.2% | +10.0% |
| 3M | +3.4% | -9.6% | +13.0% | -1.0% |
| 6M | -4.1% | -32.4% | +28.3% | -19.5% |
| YTD | -5.7% | -28.7% | +23.0% | -16.8% |
| 1Y | -18.9% | -38.1% | +19.2% | -36.0% |
| All | -18.9% | -38.2% | +19.4% | -36.0% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling