-99.9%
VELO vs SPY
+72.1%
-172.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -5.2% |
| 7D | -25.6% | +2.6% | -28.2% | -29.5% |
| 30D | -41.1% | -2.0% | -39.1% | -38.0% |
| 3M | -73.0% | -2.8% | -70.2% | -71.0% |
| 6M | -80.2% | +2.1% | -82.4% | -80.0% |
| YTD | -69.8% | +11.5% | -81.3% | -73.7% |
| 1Y | -16.5% | +13.5% | -30.0% | -28.8% |
| 3Y | -99.4% | +77.7% | -177.1% | -99.8% |
| All | -99.9% | +72.1% | -172.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling