-95.9%
VIXM vs SPY
+694.9%
-790.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -1.3% |
| 7D | -3.4% | +0.1% | -3.5% | -3.2% |
| 30D | -7.0% | +0.1% | -7.1% | -7.0% |
| 3M | -13.8% | +2.0% | -15.8% | -11.2% |
| 6M | -16.0% | +13.0% | -29.0% | +1.1% |
| YTD | -13.6% | +13.5% | -27.1% | +5.1% |
| 1Y | -18.8% | +20.0% | -38.8% | +7.5% |
| 3Y | -30.7% | +77.2% | -107.9% | +78.4% |
| 5Y | -56.7% | +81.9% | -138.5% | +26.3% |
| 10Y | -72.0% | +314.1% | -386.1% | +295.8% |
| All | -95.9% | +694.9% | -790.7% | +106.4% |
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