-99.9%
VSME vs SPY
+84.6%
-184.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.3% |
| 7D | -6.1% | -0.4% | -5.8% | -5.7% |
| 30D | -19.7% | -1.4% | -18.3% | -18.3% |
| 3M | +15.2% | +3.7% | +11.5% | +10.2% |
| 6M | -15.4% | +13.0% | -28.4% | -27.5% |
| YTD | -53.1% | +12.4% | -65.5% | -58.8% |
| 1Y | -98.2% | +18.5% | -116.7% | -98.5% |
| All | -99.9% | +84.6% | -184.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling