-49.8%
VSTM vs SPY
+311.3%
-361.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -0.7% |
| 7D | +6.2% | +0.5% | +5.6% | +5.3% |
| 30D | +19.9% | -0.9% | +20.8% | +21.3% |
| 3M | +120.2% | +3.9% | +116.3% | +107.0% |
| 6M | +26.6% | +14.5% | +12.1% | +4.0% |
| YTD | +4.7% | +12.9% | -8.3% | -12.4% |
| 1Y | -21.0% | +19.4% | -40.4% | -38.9% |
| 3Y | -16.9% | +78.5% | -95.3% | -64.1% |
| 5Y | -74.6% | +81.8% | -156.3% | -89.0% |
| 10Y | -49.8% | +311.5% | -361.3% | -91.9% |
| All | -49.8% | +311.3% | -361.1% | -91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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