+402.3%
VZ vs SPXS
-100.0%
+502.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.7% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +7.9% | +0.8% | +7.1% | +8.1% |
| 3M | +13.6% | -4.7% | +18.4% | +13.0% |
| 6M | +1.1% | -29.6% | +30.7% | -4.1% |
| YTD | +29.3% | -29.8% | +59.1% | +22.7% |
| 1Y | +21.2% | -38.9% | +60.2% | +12.7% |
| 3Y | +75.9% | -79.6% | +155.5% | +40.0% |
| 5Y | +24.1% | -85.9% | +110.0% | -1.2% |
| 10Y | +62.4% | -99.5% | +161.9% | -21.2% |
| All | +402.3% | -100.0% | +502.3% | +3.2% |
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