+80.6%
VTV vs SPXS
-86.0%
+166.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +0.2% |
| 7D | -1.1% | +2.5% | -3.6% | -0.5% |
| 30D | -1.0% | +4.2% | -5.2% | 0.0% |
| 3M | +4.6% | -9.3% | +14.0% | +2.7% |
| 6M | +13.5% | -30.7% | +44.2% | +5.3% |
| YTD | +18.5% | -28.1% | +46.6% | +11.3% |
| 1Y | +22.9% | -35.1% | +58.0% | +13.1% |
| 3Y | +67.8% | -79.6% | +147.4% | +25.0% |
| All | +80.6% | -86.0% | +166.6% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling