+296.7%
VST vs SPXS
-80.3%
+377.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -0.3% |
| 7D | +6.6% | -7.5% | +14.1% | +2.0% |
| 30D | -12.4% | +5.3% | -17.7% | -8.3% |
| 3M | -9.0% | +9.7% | -18.7% | -1.5% |
| 6M | -6.4% | -4.6% | -1.9% | -5.7% |
| YTD | -17.2% | -25.8% | +8.6% | -26.9% |
| 1Y | -22.0% | -28.8% | +6.8% | -32.6% |
| 3Y | +296.7% | -80.2% | +376.8% | +138.5% |
| All | +296.7% | -80.3% | +377.0% | +138.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling