+132.6%
VEGA vs SPY
+570.3%
-437.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | +0.5% | +0.1% | +0.4% | +0.5% |
| 3M | +1.2% | +2.0% | -0.8% | +0.1% |
| 6M | +6.5% | +13.0% | -6.5% | -0.3% |
| YTD | +8.7% | +13.5% | -4.9% | +1.5% |
| 1Y | +13.4% | +20.0% | -6.5% | +2.8% |
| 3Y | +47.0% | +77.2% | -30.2% | +7.8% |
| 5Y | +38.3% | +81.9% | -43.6% | -0.7% |
| 10Y | +111.0% | +314.1% | -203.1% | +4.3% |
| All | +132.6% | +570.3% | -437.7% | -1.2% |
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