-91.2%
VSEE vs SPY
+68.6%
-159.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | +2.4% | -26.6% | -23.2% |
| 7D | -39.9% | +0.1% | -40.0% | -39.5% |
| 30D | -55.3% | -3.3% | -52.0% | -55.7% |
| 3M | +2,903.4% | -2.4% | +2,905.9% | +2,902.8% |
| 6M | +383.9% | +2.6% | +381.3% | +375.6% |
| YTD | +132.9% | +11.2% | +121.6% | +122.6% |
| 1Y | -10.9% | +13.4% | -24.3% | -15.5% |
| 3Y | -93.2% | +79.9% | -173.1% | -93.9% |
| All | -91.2% | +68.6% | -159.8% | -92.2% |
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