+1,112.0%
VST vs SPXS
-99.5%
+1,211.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.8% | +11.4% | +10.3% |
| 7D | -9.8% | +7.5% | -17.3% | -7.2% |
| 30D | -25.1% | +17.5% | -42.6% | -20.1% |
| 3M | -11.6% | +14.7% | -26.3% | -6.1% |
| 6M | -20.9% | -0.1% | -20.8% | -19.1% |
| YTD | -22.3% | -19.7% | -2.6% | -25.1% |
| 1Y | -32.0% | -23.6% | -8.4% | -35.3% |
| 3Y | +262.4% | -79.2% | +341.6% | +166.2% |
| 5Y | +563.4% | -81.7% | +645.1% | +429.9% |
| All | +1,112.0% | -99.5% | +1,211.5% | +425.9% |
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 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