-39.8%
VISN vs SPY
+307.0%
-346.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.4% | +6.4% | +6.6% |
| 7D | +6.1% | +2.6% | +3.5% | +1.7% |
| 30D | -1.2% | -2.0% | +0.8% | +2.8% |
| 3M | -9.9% | -2.8% | -7.1% | -5.1% |
| 6M | -11.1% | +2.1% | -13.3% | -13.4% |
| YTD | +15.6% | +11.5% | +4.1% | -2.1% |
| 1Y | +25.3% | +13.5% | +11.9% | +3.5% |
| 3Y | +1,419.2% | +77.7% | +1,341.5% | +595.2% |
| 5Y | +107.0% | +72.6% | +34.3% | +2.6% |
| All | -39.8% | +307.0% | -346.9% | -88.4% |
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