+1,196.4%
VTI vs SPXS
-100.0%
+1,296.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -2.0% | 0.0% |
| 7D | -0.4% | +1.2% | -1.6% | +0.1% |
| 30D | -1.6% | +5.2% | -6.8% | +0.2% |
| 3M | +3.6% | -9.2% | +12.7% | +1.1% |
| 6M | +13.0% | -29.6% | +42.6% | +2.3% |
| YTD | +12.7% | -27.6% | +40.3% | +3.5% |
| 1Y | +18.4% | -36.7% | +55.1% | +4.8% |
| 3Y | +76.4% | -79.8% | +156.3% | +17.8% |
| 5Y | +73.7% | -85.9% | +159.6% | +20.2% |
| 10Y | +302.5% | -99.5% | +402.1% | +24.4% |
| All | +1,196.4% | -100.0% | +1,296.4% | +14.2% |
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