+397.7%
VSS vs SPY
+1,158.0%
-760.3%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | +2.9% | +0.1% | +2.8% | +2.8% |
| 3M | +1.4% | +2.0% | -0.6% | -0.3% |
| 6M | +6.1% | +13.0% | -6.9% | -4.7% |
| YTD | +13.2% | +13.5% | -0.4% | +1.2% |
| 1Y | +19.7% | +20.0% | -0.3% | +1.8% |
| 3Y | +59.3% | +77.2% | -17.9% | -6.3% |
| 5Y | +32.3% | +81.9% | -49.6% | -24.9% |
| 10Y | +116.9% | +314.1% | -197.1% | -47.0% |
| All | +397.7% | +1,158.0% | -760.3% | -64.3% |
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