-50.0%
VTRS vs SPXS
-99.6%
+49.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +0.1% |
| 7D | -2.2% | +2.5% | -4.7% | -1.5% |
| 30D | +3.3% | +4.2% | -0.9% | +4.6% |
| 3M | +2.0% | -9.3% | +11.3% | -0.5% |
| 6M | +19.9% | -30.7% | +50.6% | +9.4% |
| YTD | +35.7% | -28.1% | +63.8% | +25.8% |
| 1Y | +68.1% | -35.1% | +103.2% | +52.2% |
| 3Y | +87.1% | -79.6% | +166.7% | +31.3% |
| 5Y | +47.6% | -86.3% | +133.9% | +4.5% |
| All | -50.0% | -99.6% | +49.6% | -84.4% |
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