-98.4%
VSA vs SPY
+12.1%
-110.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.4% | -8.3% | -9.3% |
| 7D | -23.4% | +2.6% | -26.0% | -19.6% |
| 30D | -8.6% | -2.0% | -6.7% | -11.9% |
| 3M | -51.4% | -2.8% | -48.6% | -53.3% |
| 6M | -59.3% | +2.1% | -61.4% | -57.5% |
| YTD | -92.6% | +11.5% | -104.1% | -89.0% |
| 1Y | -98.4% | +13.5% | -111.9% | -96.9% |
| All | -98.4% | +12.1% | -110.5% | -96.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling