+82.6%
SPYM vs VO
+40.2%
+42.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | +0.2% |
| 7D | -2.0% | -2.5% | +0.5% | +0.2% |
| 30D | -1.6% | -3.2% | +1.6% | +1.3% |
| 3M | +4.7% | +3.9% | +0.8% | +1.2% |
| 6M | +12.6% | +9.6% | +2.9% | +3.7% |
| YTD | +11.8% | +11.6% | +0.2% | +1.3% |
| 1Y | +17.5% | +12.6% | +4.9% | +5.6% |
| 3Y | +77.0% | +55.4% | +21.6% | +19.3% |
| 5Y | +82.6% | +41.8% | +40.8% | +31.5% |
| All | +82.6% | +40.2% | +42.4% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 5y: compounded portfolio wealth divided by compounded VO 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…
5y analysis · Full analysis span regression · 6 months rolling