+368.6%
VZ vs SPXS
-100.0%
+468.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.0% | +7.8% | -0.3% |
| 7D | +2.2% | -1.5% | +3.7% | +2.2% |
| 30D | +10.6% | +9.6% | +1.0% | +12.4% |
| 3M | -0.6% | +8.5% | -9.1% | +0.9% |
| 6M | +0.7% | -5.8% | +6.5% | +0.2% |
| YTD | +20.6% | -25.4% | +46.0% | +15.8% |
| 1Y | +22.7% | -28.8% | +51.5% | +17.0% |
| 3Y | +57.2% | -80.9% | +138.1% | +23.3% |
| 5Y | +21.4% | -83.1% | +104.5% | -0.2% |
| 10Y | +65.5% | -99.5% | +165.0% | -18.9% |
| All | +368.6% | -100.0% | +468.6% | -2.6% |
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