-99.9%
VSME vs SPY
+86.5%
-186.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | -6.3% | +0.1% | -6.4% | -6.4% |
| 30D | -17.5% | +0.1% | -17.6% | -17.6% |
| 3M | +29.8% | +2.0% | +27.9% | +27.5% |
| 6M | -17.5% | +13.0% | -30.5% | -29.3% |
| YTD | -49.0% | +13.5% | -62.5% | -55.8% |
| 1Y | -98.0% | +20.0% | -117.9% | -98.3% |
| All | -99.9% | +86.5% | -186.4% | -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 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