-95.6%
VIXM vs SPY
+660.8%
-756.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.7% |
| 7D | +4.6% | -2.7% | +7.3% | +1.0% |
| 30D | +9.3% | -5.4% | +14.7% | +1.5% |
| 3M | -2.2% | -4.1% | +1.9% | -7.3% |
| 6M | -11.8% | +0.7% | -12.5% | -10.2% |
| YTD | -9.2% | +8.7% | -17.9% | +4.3% |
| 1Y | -15.9% | +10.9% | -26.8% | -0.3% |
| 3Y | -25.4% | +75.0% | -100.4% | +88.1% |
| 5Y | -53.9% | +67.8% | -121.7% | +19.3% |
| 10Y | -70.3% | +312.9% | -383.2% | +322.8% |
| All | -95.6% | +660.8% | -756.4% | +104.7% |
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