-99.9%
VSME vs SPY
+83.5%
-183.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.3% |
| 7D | -10.7% | -2.0% | -8.7% | -8.6% |
| 30D | -20.7% | -1.7% | -19.0% | -19.1% |
| 3M | -55.1% | +4.7% | -59.9% | -57.0% |
| 6M | -19.8% | +12.5% | -32.3% | -30.9% |
| YTD | -54.5% | +11.7% | -66.2% | -59.8% |
| 1Y | -98.2% | +17.5% | -115.7% | -98.5% |
| All | -99.9% | +83.5% | -183.4% | -99.9% |
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