+679.2%
VT vs SPXS
-100.0%
+779.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +13.2% | -17.3% | +0.3% |
| 7D | -4.2% | +14.3% | -18.5% | +0.7% |
| 30D | -5.8% | +19.4% | -25.2% | +0.6% |
| 3M | -5.2% | +16.2% | -21.5% | +0.5% |
| 6M | +0.1% | -3.4% | +3.6% | +0.9% |
| YTD | +8.2% | -19.1% | +27.3% | +4.2% |
| 1Y | +10.1% | -20.5% | +30.6% | +5.9% |
| 3Y | +69.7% | -79.1% | +148.8% | +14.8% |
| 5Y | +53.4% | -81.6% | +135.0% | +15.6% |
| 10Y | +219.2% | -99.5% | +318.7% | -3.1% |
| All | +679.2% | -100.0% | +779.1% | -35.9% |
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 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