+396.9%
VWO vs SPXS
-100.0%
+496.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | -0.1% |
| 7D | -1.8% | +2.5% | -4.3% | -0.9% |
| 30D | -0.1% | +4.2% | -4.3% | +1.4% |
| 3M | +2.2% | -9.3% | +11.5% | -0.3% |
| 6M | +8.8% | -30.7% | +39.4% | -1.6% |
| YTD | +12.4% | -28.1% | +40.4% | +3.5% |
| 1Y | +15.6% | -35.1% | +50.6% | +3.6% |
| 3Y | +62.5% | -79.6% | +142.1% | +7.6% |
| 5Y | +34.3% | -86.3% | +120.5% | -11.6% |
| 10Y | +114.8% | -99.5% | +214.3% | -45.1% |
| All | +396.9% | -100.0% | +496.9% | -72.6% |
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