-99.9%
VELO vs SPY
+111.8%
-211.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +2.4% | +9.3% | +7.1% |
| 7D | +8.7% | +0.1% | +8.6% | +9.6% |
| 30D | -28.1% | -3.3% | -24.8% | -22.1% |
| 3M | -56.0% | -2.4% | -53.6% | -52.9% |
| 6M | -53.7% | +2.6% | -56.3% | -53.1% |
| YTD | -54.7% | +11.2% | -65.9% | -59.8% |
| 1Y | +32.3% | +13.4% | +18.9% | +15.3% |
| 3Y | -99.1% | +79.9% | -179.0% | -99.7% |
| 5Y | -99.9% | +72.2% | -172.1% | -100.0% |
| All | -99.9% | +111.8% | -211.7% | -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