+224.6%
VT vs SPXS
-99.5%
+324.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.9% | +5.0% | -0.1% |
| 7D | -0.7% | +1.5% | -2.2% | +0.2% |
| 30D | -1.7% | +6.3% | -8.1% | +0.9% |
| 3M | -2.3% | +4.2% | -6.5% | -0.1% |
| 6M | +1.5% | -7.9% | +9.4% | +0.9% |
| YTD | +12.0% | -27.5% | +39.5% | +4.8% |
| 1Y | +12.9% | -27.0% | +39.9% | +6.1% |
| 3Y | +74.9% | -80.5% | +155.5% | +19.5% |
| 5Y | +59.9% | -84.0% | +143.9% | +18.5% |
| 10Y | +224.6% | -99.5% | +324.1% | +9.9% |
| All | +224.6% | -99.5% | +324.1% | +9.9% |
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