+187.1%
VSMV vs SPY
+261.3%
-74.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.4% |
| 7D | -0.9% | +0.5% | -1.4% | -1.2% |
| 30D | +0.2% | -0.9% | +1.1% | +0.8% |
| 3M | +2.6% | +3.9% | -1.3% | -0.2% |
| 6M | +6.1% | +14.5% | -8.4% | -3.8% |
| YTD | +11.0% | +12.9% | -1.9% | +1.6% |
| 1Y | +18.0% | +19.4% | -1.3% | +3.8% |
| 3Y | +58.6% | +78.5% | -19.9% | +3.3% |
| 5Y | +66.0% | +81.8% | -15.8% | +5.6% |
| All | +187.1% | +261.3% | -74.3% | +14.3% |
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