+96.3%
VTR vs SPXS
-99.6%
+195.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -1.2% |
| 7D | -0.3% | +2.5% | -2.8% | +0.4% |
| 30D | +1.1% | +4.2% | -3.1% | +2.4% |
| 3M | +7.9% | -9.3% | +17.2% | +5.0% |
| 6M | +6.2% | -30.7% | +36.9% | -4.1% |
| YTD | +17.7% | -28.1% | +45.8% | +7.8% |
| 1Y | +32.9% | -35.1% | +68.0% | +18.3% |
| 3Y | +129.7% | -79.6% | +209.3% | +50.9% |
| 5Y | +89.3% | -86.3% | +175.6% | +24.5% |
| All | +96.3% | -99.6% | +195.9% | -32.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling