-16.3%
VSTM vs SPY
+77.4%
-93.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.1% | +3.3% |
| 7D | +13.6% | +0.1% | +13.5% | +13.3% |
| 30D | +39.7% | +0.1% | +39.6% | +39.5% |
| 3M | +112.4% | +2.0% | +110.4% | +106.0% |
| 6M | +41.1% | +13.0% | +28.1% | +19.2% |
| YTD | +6.2% | +13.5% | -7.3% | -10.8% |
| 1Y | -22.3% | +20.0% | -42.3% | -39.3% |
| All | -16.3% | +77.4% | -93.7% | -61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling