+64.2%
VZ vs SPXS
-99.5%
+163.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -1.0% |
| 7D | +2.1% | +7.5% | -5.3% | +3.1% |
| 30D | +1.4% | +17.5% | -16.1% | +3.4% |
| 3M | -1.3% | +14.7% | -15.9% | +0.5% |
| 6M | -0.5% | -0.1% | -0.4% | -0.3% |
| YTD | +19.6% | -19.7% | +39.4% | +16.9% |
| 1Y | +22.4% | -23.6% | +46.0% | +18.9% |
| 3Y | +55.9% | -79.2% | +135.1% | +29.4% |
| 5Y | +20.4% | -81.7% | +102.1% | +4.0% |
| All | +64.2% | -99.5% | +163.7% | -12.8% |
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 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