+1,216.9%
VST vs SPXS
-99.5%
+1,316.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +4.0% |
| 7D | +8.9% | -0.1% | +9.0% | +8.9% |
| 30D | +6.2% | +0.8% | +5.4% | +6.6% |
| 3M | -2.7% | -4.7% | +2.0% | -3.4% |
| 6M | -8.4% | -29.6% | +21.3% | -17.2% |
| YTD | -7.2% | -29.8% | +22.6% | -15.6% |
| 1Y | -20.9% | -38.9% | +18.0% | -30.6% |
| 3Y | +384.0% | -79.6% | +463.6% | +248.3% |
| 5Y | +757.1% | -85.9% | +843.0% | +525.5% |
| All | +1,216.9% | -99.5% | +1,316.4% | +414.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling