+174.6%
VSDA vs SPY
+274.9%
-100.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | 0.0% |
| 7D | -2.9% | -2.0% | -0.9% | -1.5% |
| 30D | -4.2% | -1.7% | -2.5% | -3.0% |
| 3M | +4.0% | +4.7% | -0.7% | +0.4% |
| 6M | +5.4% | +12.5% | -7.1% | -3.7% |
| YTD | +11.5% | +11.7% | -0.3% | +2.3% |
| 1Y | +10.9% | +17.5% | -6.6% | -2.2% |
| 3Y | +39.3% | +76.6% | -37.2% | -11.1% |
| 5Y | +43.7% | +82.0% | -38.3% | -11.3% |
| All | +174.6% | +274.9% | -100.3% | +1.7% |
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 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