-97.6%
VSEE vs SPY
+20.8%
-118.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.4% | +6.4% | +6.3% |
| 7D | -0.6% | +0.1% | -0.7% | -0.9% |
| 30D | -68.2% | +0.1% | -68.3% | -68.3% |
| 3M | -90.4% | +2.0% | -92.4% | -90.5% |
| 6M | -94.8% | +13.0% | -107.8% | -95.2% |
| YTD | -95.7% | +13.5% | -109.3% | -96.1% |
| 1Y | -97.6% | +20.0% | -117.6% | -98.0% |
| All | -97.6% | +20.8% | -118.5% | -98.0% |
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 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