+1,238.2%
VST vs SPXS
-99.5%
+1,337.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +2.2% |
| 7D | +9.9% | -1.5% | +11.4% | +9.3% |
| 30D | +7.9% | +3.7% | +4.2% | +9.4% |
| 3M | +3.4% | -9.6% | +13.0% | +0.7% |
| 6M | -4.1% | -32.4% | +28.3% | -14.6% |
| YTD | -5.7% | -28.7% | +23.0% | -13.7% |
| 1Y | -18.9% | -38.1% | +19.2% | -28.5% |
| 3Y | +359.1% | -80.1% | +439.2% | +228.3% |
| 5Y | +766.9% | -85.9% | +852.8% | +533.3% |
| All | +1,238.2% | -99.5% | +1,337.7% | +426.0% |
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 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