+861.3%
VTV vs SPXS
-100.0%
+961.3%
-36.8%
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 | -2.1% | +6.4% | -8.4% | -0.1% |
| 30D | -1.3% | +6.0% | -7.3% | +0.6% |
| 3M | +5.6% | -11.6% | +17.3% | +2.2% |
| 6M | +12.4% | -28.7% | +41.1% | +2.5% |
| YTD | +17.6% | -26.3% | +43.9% | +8.9% |
| 1Y | +23.5% | -34.9% | +58.4% | +10.6% |
| 3Y | +67.0% | -79.5% | +146.5% | +12.7% |
| 5Y | +80.5% | -85.9% | +166.5% | +22.8% |
| 10Y | +230.6% | -99.5% | +330.1% | -0.9% |
| All | +861.3% | -100.0% | +961.3% | -25.9% |
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 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