+608.4%
VST vs SPYM
+72.6%
+535.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.6% |
| 7D | +6.6% | +2.6% | +4.0% | +3.3% |
| 30D | -12.4% | -2.0% | -10.4% | -10.0% |
| 3M | -9.0% | -2.8% | -6.2% | -5.4% |
| 6M | -6.4% | +2.2% | -8.6% | -8.6% |
| YTD | -17.2% | +11.5% | -28.7% | -27.4% |
| 1Y | -22.0% | +13.5% | -35.5% | -33.1% |
| 3Y | +296.7% | +78.0% | +218.6% | +131.7% |
| All | +608.4% | +72.6% | +535.7% | +304.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling