-22.6%
VISN vs SPY
+312.5%
-335.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.3% |
| 7D | -1.0% | -0.4% | -0.6% | -0.5% |
| 30D | -1.6% | -1.4% | -0.2% | +0.5% |
| 3M | -7.5% | +3.7% | -11.2% | -12.6% |
| 6M | +29.7% | +13.0% | +16.7% | +6.5% |
| YTD | +27.0% | +12.4% | +14.6% | +5.6% |
| 1Y | +42.2% | +18.5% | +23.6% | +8.8% |
| 3Y | +536.0% | +77.6% | +458.4% | +188.1% |
| 5Y | +56.0% | +81.7% | -25.7% | -28.1% |
| 10Y | -22.6% | +319.7% | -342.3% | -85.5% |
| All | -22.6% | +312.5% | -335.1% | -85.5% |
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