-99.9%
VELO vs SPY
+106.9%
-206.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +0.3% | +15.0% | +14.7% |
| 7D | -14.9% | -2.7% | -12.2% | -9.7% |
| 30D | -38.7% | -5.4% | -33.3% | -30.9% |
| 3M | -57.8% | -4.1% | -53.7% | -53.4% |
| 6M | -58.9% | +0.7% | -59.6% | -56.9% |
| YTD | -59.4% | +8.7% | -68.1% | -62.4% |
| 1Y | +23.2% | +10.9% | +12.3% | +11.8% |
| 3Y | -99.2% | +75.0% | -174.2% | -99.7% |
| 5Y | -99.9% | +67.8% | -167.7% | -100.0% |
| All | -99.9% | +106.9% | -206.8% | -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 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