-32.0%
VST vs SPYM
+10.0%
-42.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.3% | +10.2% | +10.1% |
| 7D | -9.8% | -2.7% | -7.1% | -6.6% |
| 30D | -25.1% | -5.4% | -19.8% | -18.9% |
| 3M | -11.6% | -4.1% | -7.5% | -6.0% |
| 6M | -20.9% | +0.8% | -21.7% | -21.9% |
| YTD | -22.3% | +8.8% | -31.1% | -29.9% |
| 1Y | -32.0% | +11.0% | -43.0% | -40.0% |
| All | -32.0% | +10.0% | -42.0% | -40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling