-98.6%
VATE vs SPY
+1,056.5%
-1,155.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.7% | +0.7% |
| 7D | +0.7% | +0.1% | +0.7% | +0.8% |
| 30D | -24.9% | -3.3% | -21.6% | -22.2% |
| 3M | -55.2% | -2.4% | -52.8% | -54.0% |
| 6M | -53.8% | +2.6% | -56.4% | -54.8% |
| YTD | +19.9% | +11.2% | +8.7% | +8.5% |
| 1Y | -4.6% | +13.4% | -18.0% | -15.3% |
| 3Y | -49.3% | +79.9% | -129.2% | -70.3% |
| 5Y | -88.4% | +72.2% | -160.6% | -92.8% |
| 10Y | -98.7% | +307.3% | -406.0% | -99.6% |
| All | -98.6% | +1,056.5% | -1,155.2% | -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