+588.9%
VST vs SPYM
+68.0%
+521.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.3% | +10.2% | +10.2% |
| 7D | -9.8% | -2.7% | -7.1% | -6.9% |
| 30D | -25.1% | -5.4% | -19.8% | -19.7% |
| 3M | -11.6% | -4.1% | -7.5% | -6.7% |
| 6M | -20.9% | +0.8% | -21.7% | -21.5% |
| YTD | -22.3% | +8.8% | -31.1% | -29.8% |
| 1Y | -32.0% | +11.0% | -43.0% | -40.0% |
| 3Y | +262.4% | +75.5% | +186.9% | +116.5% |
| All | +588.9% | +68.0% | +521.0% | +307.2% |
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