-71.2%
VIXM vs SPY
+311.3%
-382.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +0.6% |
| 7D | -0.9% | +0.5% | -1.4% | -0.1% |
| 30D | -6.8% | -0.9% | -5.8% | -7.9% |
| 3M | -12.8% | +3.9% | -16.7% | -8.1% |
| 6M | -19.5% | +14.5% | -34.1% | -2.6% |
| YTD | -12.4% | +12.9% | -25.3% | +4.5% |
| 1Y | -17.2% | +19.4% | -36.5% | +7.0% |
| 3Y | -28.8% | +78.5% | -107.2% | +72.9% |
| 5Y | -56.6% | +81.8% | -138.4% | +16.9% |
| 10Y | -71.2% | +311.5% | -382.8% | +250.9% |
| All | -71.2% | +311.3% | -382.5% | +250.9% |
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