-95.8%
VIXM vs SPY
+678.8%
-774.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.4% | -7.0% | -1.2% |
| 7D | -0.5% | +0.1% | -0.6% | +0.1% |
| 30D | +3.1% | -3.3% | +6.4% | -1.1% |
| 3M | -7.9% | -2.4% | -5.5% | -10.4% |
| 6M | -16.2% | +2.6% | -18.7% | -12.2% |
| YTD | -13.4% | +11.2% | -24.7% | +3.0% |
| 1Y | -19.4% | +13.4% | -32.8% | -1.2% |
| 3Y | -29.0% | +79.9% | -108.9% | +86.3% |
| 5Y | -56.7% | +72.2% | -128.9% | +16.5% |
| 10Y | -69.1% | +307.3% | -376.4% | +327.3% |
| All | -95.8% | +678.8% | -774.6% | +102.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling