-98.7%
VATE vs SPY
+1,029.8%
-1,128.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.3% | +5.5% | +5.5% |
| 7D | -4.5% | -2.7% | -1.8% | -1.8% |
| 30D | -27.9% | -5.4% | -22.6% | -23.7% |
| 3M | -29.0% | -4.1% | -24.9% | -25.6% |
| 6M | -57.6% | +0.7% | -58.3% | -57.8% |
| YTD | +16.4% | +8.7% | +7.7% | +7.7% |
| 1Y | -10.4% | +10.9% | -21.3% | -18.8% |
| 3Y | -51.3% | +75.0% | -126.3% | -70.6% |
| 5Y | -88.4% | +67.8% | -156.2% | -92.7% |
| 10Y | -98.7% | +312.9% | -411.5% | -99.6% |
| All | -98.7% | +1,029.8% | -1,128.5% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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