-100.0%
VSA vs SPY
+308.5%
-408.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | +27.9% | +3.3% | +24.6% | +27.2% |
| 30D | +4.2% | -2.7% | +6.9% | +4.6% |
| 3M | -46.3% | -1.7% | -44.6% | -46.3% |
| 6M | -55.5% | +3.1% | -58.6% | -55.9% |
| YTD | -91.9% | +11.9% | -103.8% | -92.0% |
| 1Y | -98.6% | +12.0% | -110.6% | -98.7% |
| 3Y | -99.8% | +78.2% | -178.0% | -99.8% |
| 5Y | -99.9% | +73.2% | -173.1% | -99.9% |
| All | -100.0% | +308.5% | -408.5% | -100.0% |
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