-20.6%
VSOL vs SPY
+14.1%
-34.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -1.3% |
| 7D | -5.3% | -2.0% | -3.3% | -0.9% |
| 30D | +32.1% | -1.7% | +33.8% | +37.3% |
| 3M | +58.1% | +4.7% | +53.3% | +41.6% |
| 6M | +18.4% | +12.5% | +5.9% | -8.1% |
| YTD | -17.3% | +11.7% | -29.0% | -31.6% |
| All | -20.6% | +14.1% | -34.7% | -35.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling