-69.3%
VIXM vs SPY
+307.0%
-376.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +1.2% |
| 7D | -3.4% | +2.6% | -6.0% | +0.1% |
| 30D | +5.3% | -2.0% | +7.2% | +3.2% |
| 3M | -5.8% | -2.8% | -3.1% | -8.6% |
| 6M | -16.3% | +2.1% | -18.5% | -13.1% |
| YTD | -12.3% | +11.5% | -23.8% | +3.5% |
| 1Y | -20.2% | +13.5% | -33.7% | -3.4% |
| 3Y | -26.4% | +77.7% | -104.1% | +76.5% |
| 5Y | -55.3% | +72.6% | -127.9% | +12.3% |
| All | -69.3% | +307.0% | -376.3% | +237.6% |
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