+181.5%
VSDA vs SPY
+281.0%
-99.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | -1.6% | +0.1% | -1.7% | -1.7% |
| 3M | +8.1% | +2.0% | +6.1% | +6.3% |
| 6M | +5.0% | +13.0% | -8.1% | -4.4% |
| YTD | +14.2% | +13.5% | +0.7% | +3.6% |
| 1Y | +12.8% | +20.0% | -7.1% | -1.9% |
| 3Y | +39.7% | +77.2% | -37.5% | -11.0% |
| 5Y | +44.7% | +81.9% | -37.2% | -10.6% |
| All | +181.5% | +281.0% | -99.5% | +3.0% |
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