+730.3%
VT vs SPXS
-100.0%
+830.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | +0.4% |
| 7D | +0.4% | -0.1% | +0.5% | +0.5% |
| 30D | +1.0% | +0.8% | +0.1% | +1.4% |
| 3M | +2.4% | -4.7% | +7.1% | +1.7% |
| 6M | +12.0% | -29.6% | +41.6% | +1.7% |
| YTD | +15.3% | -29.8% | +45.1% | +5.1% |
| 1Y | +22.6% | -38.9% | +61.5% | +7.5% |
| 3Y | +74.7% | -79.6% | +154.3% | +17.1% |
| 5Y | +66.1% | -85.9% | +152.1% | +14.1% |
| 10Y | +225.0% | -99.5% | +324.5% | -2.4% |
| All | +730.3% | -100.0% | +830.3% | -35.3% |
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