+681.0%
VT vs SPXS
-100.0%
+781.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | 0.0% |
| 7D | -2.3% | +7.5% | -9.8% | +0.5% |
| 30D | -5.0% | +17.5% | -22.4% | +0.9% |
| 3M | -4.9% | +14.7% | -19.5% | +0.5% |
| 6M | -1.5% | -0.1% | -1.4% | +0.3% |
| YTD | +8.5% | -19.7% | +28.2% | +4.2% |
| 1Y | +11.4% | -23.6% | +35.0% | +5.6% |
| 3Y | +70.1% | -79.2% | +149.3% | +15.0% |
| 5Y | +53.7% | -81.7% | +135.5% | +15.6% |
| 10Y | +220.0% | -99.5% | +319.5% | -3.2% |
| All | +681.0% | -100.0% | +781.0% | -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