-16.5%
VSNT vs SPY
+11.4%
-27.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.7% |
| 7D | -8.8% | -2.0% | -6.8% | -7.8% |
| 30D | +1.6% | -1.7% | +3.3% | +2.6% |
| 3M | -4.4% | +4.7% | -9.1% | -7.2% |
| 6M | +4.2% | +12.5% | -8.3% | -4.5% |
| YTD | -15.2% | +11.7% | -27.0% | -21.3% |
| All | -16.5% | +11.4% | -27.9% | -22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling