-18.5%
VSOL vs SPY
+14.8%
-33.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | +0.4% |
| 7D | +3.1% | -0.4% | +3.5% | +4.0% |
| 30D | +34.9% | -1.4% | +36.3% | +39.2% |
| 3M | +57.7% | +3.7% | +54.0% | +44.9% |
| 6M | +21.5% | +13.0% | +8.5% | -6.4% |
| YTD | -15.0% | +12.4% | -27.4% | -30.7% |
| All | -18.5% | +14.8% | -33.2% | -34.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling