+0.1%
VT vs SPXS
-4.2%
+4.4%
-6.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +13.2% | -17.3% | +0.5% |
| 7D | -4.2% | +14.3% | -18.5% | +0.8% |
| 30D | -5.8% | +19.4% | -25.2% | +0.8% |
| 3M | -5.2% | +16.2% | -21.5% | +0.8% |
| 6M | +0.1% | -3.4% | +3.6% | +0.1% |
| All | +0.1% | -4.2% | +4.4% | +0.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling