-100.0%
VSA vs SPY
+378.8%
-478.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +52.6% | +0.3% | +52.3% | +52.5% |
| 7D | +41.1% | -2.7% | +43.8% | +42.1% |
| 30D | +11.4% | -5.4% | +16.8% | +13.0% |
| 3M | -23.0% | -4.1% | -18.9% | -22.2% |
| 6M | -65.4% | +0.7% | -66.1% | -65.7% |
| YTD | -90.3% | +8.7% | -99.0% | -90.6% |
| 1Y | -99.8% | +10.9% | -110.7% | -99.8% |
| 3Y | -99.7% | +75.0% | -174.7% | -99.8% |
| 5Y | -99.9% | +67.8% | -167.7% | -99.9% |
| 10Y | -100.0% | +312.9% | -412.8% | -100.0% |
| All | -100.0% | +378.8% | -478.8% | -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 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