-33.2%
VSOL vs SPY
+13.2%
-46.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.4% | -3.0% |
| 7D | -10.9% | -0.6% | -10.3% | -10.3% |
| 30D | -23.0% | -3.7% | -19.3% | -16.4% |
| 3M | +10.5% | -2.7% | +13.3% | +17.8% |
| 6M | -8.3% | +2.2% | -10.5% | -12.5% |
| YTD | -30.4% | +10.8% | -41.2% | -41.4% |
| All | -33.2% | +13.2% | -46.4% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling