-99.9%
VELO vs SPY
+113.8%
-213.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.9% | +1.3% | -20.2% | -21.4% |
| 7D | -13.2% | -0.9% | -12.3% | -11.2% |
| 30D | -38.7% | -2.4% | -36.3% | -35.2% |
| 3M | -64.2% | -1.2% | -63.1% | -62.8% |
| 6M | -66.1% | +3.3% | -69.4% | -66.4% |
| YTD | -64.3% | +12.3% | -76.6% | -69.1% |
| 1Y | -17.4% | +12.4% | -29.8% | -27.7% |
| 3Y | -99.3% | +78.8% | -178.1% | -99.8% |
| 5Y | -99.9% | +75.2% | -175.1% | -100.0% |
| All | -99.9% | +113.8% | -213.7% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling