+301.1%
VST vs SPYM
+79.2%
+222.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.4% |
| 7D | +19.2% | +3.3% | +15.9% | +12.5% |
| 30D | -17.2% | -2.6% | -14.5% | -12.9% |
| 3M | -8.1% | -1.7% | -6.4% | -5.0% |
| 6M | -8.1% | +3.1% | -11.3% | -13.5% |
| YTD | -16.3% | +12.0% | -28.2% | -32.6% |
| 1Y | -24.1% | +12.1% | -36.2% | -39.0% |
| All | +301.1% | +79.2% | +222.0% | +78.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling