+1,169.0%
VST vs SPYM
+312.8%
+856.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +0.4% |
| 7D | +10.9% | -0.9% | +11.9% | +12.3% |
| 30D | -15.6% | -2.4% | -13.2% | -13.3% |
| 3M | -7.8% | -1.1% | -6.6% | -6.4% |
| 6M | -12.0% | +3.3% | -15.3% | -14.6% |
| YTD | -16.9% | +12.4% | -29.3% | -25.9% |
| 1Y | -25.1% | +12.5% | -37.6% | -33.2% |
| 3Y | +297.1% | +79.1% | +217.9% | +141.5% |
| 5Y | +641.9% | +75.7% | +566.2% | +353.6% |
| All | +1,169.0% | +312.8% | +856.2% | +285.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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