+126.2%
VEGA vs SPY
+558.2%
-432.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +1.2% | +2.6% | -1.3% | -0.1% |
| 30D | -1.2% | -2.0% | +0.8% | -0.1% |
| 3M | -3.2% | -2.8% | -0.4% | -1.8% |
| 6M | -0.6% | +2.1% | -2.7% | -1.8% |
| YTD | +5.6% | +11.5% | -5.9% | -0.4% |
| 1Y | +7.1% | +13.5% | -6.4% | 0.0% |
| 3Y | +46.8% | +77.7% | -30.9% | +7.6% |
| 5Y | +32.2% | +72.6% | -40.4% | -2.5% |
| 10Y | +107.9% | +308.2% | -200.3% | +3.6% |
| All | +126.2% | +558.2% | -432.0% | -3.1% |
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