-26.4%
VIXM vs SPY
+78.1%
-104.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +1.2% |
| 7D | -3.4% | +2.6% | -6.0% | +0.4% |
| 30D | +5.3% | -2.0% | +7.2% | +3.1% |
| 3M | -5.8% | -2.8% | -3.1% | -8.8% |
| 6M | -16.3% | +2.1% | -18.5% | -12.8% |
| YTD | -12.3% | +11.5% | -23.8% | +5.4% |
| 1Y | -20.2% | +13.5% | -33.7% | -1.2% |
| 3Y | -26.4% | +77.7% | -104.1% | +69.2% |
| All | -26.4% | +78.1% | -104.5% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling