+158.7%
VTRS vs SPXS
-100.0%
+258.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.1% |
| 7D | -3.3% | +6.4% | -9.7% | -1.4% |
| 30D | +1.4% | +6.0% | -4.6% | +3.3% |
| 3M | +4.6% | -11.6% | +16.3% | +1.1% |
| 6M | +18.1% | -28.7% | +46.8% | +7.8% |
| YTD | +34.7% | -26.3% | +60.9% | +24.9% |
| 1Y | +65.6% | -34.9% | +100.6% | +48.9% |
| 3Y | +83.8% | -79.5% | +163.2% | +25.4% |
| 5Y | +46.5% | -85.9% | +132.4% | +1.2% |
| 10Y | -48.6% | -99.5% | +51.0% | -83.8% |
| All | +158.7% | -100.0% | +258.7% | -72.8% |
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