+64.4%
VZ vs SPXS
-99.5%
+163.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.8% | -1.2% |
| 7D | -1.0% | +1.2% | -2.2% | -0.8% |
| 30D | +5.8% | +5.2% | +0.6% | +6.5% |
| 3M | +10.5% | -9.2% | +19.7% | +9.3% |
| 6M | +1.8% | -29.6% | +31.4% | -2.2% |
| YTD | +28.3% | -27.6% | +55.9% | +23.7% |
| 1Y | +22.0% | -36.7% | +58.7% | +15.8% |
| 3Y | +81.8% | -79.8% | +161.7% | +50.9% |
| 5Y | +25.3% | -85.9% | +111.2% | +4.3% |
| 10Y | +64.4% | -99.5% | +163.9% | -14.3% |
| All | +64.4% | -99.5% | +163.9% | -14.3% |
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