-99.8%
VELO vs SPY
+115.0%
-214.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.6% | +4.0% |
| 7D | +6.3% | +0.5% | +5.8% | +5.2% |
| 30D | -15.5% | -0.9% | -14.6% | -13.8% |
| 3M | -26.3% | +3.9% | -30.2% | -29.7% |
| 6M | -1.2% | +14.5% | -15.8% | -18.7% |
| YTD | -13.0% | +12.9% | -25.9% | -26.4% |
| 1Y | +243.7% | +19.4% | +224.3% | +174.1% |
| 3Y | -98.5% | +78.5% | -176.9% | -99.5% |
| 5Y | -99.8% | +81.8% | -181.5% | -99.9% |
| All | -99.8% | +115.0% | -214.8% | -99.9% |
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