-93.7%
VSTM vs SPY
+622.9%
-716.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +0.3% | -10.7% | -10.8% |
| 7D | -13.7% | -2.7% | -11.0% | -10.3% |
| 30D | +1.7% | -5.4% | +7.1% | +10.0% |
| 3M | +42.3% | -4.1% | +46.4% | +50.8% |
| 6M | +39.9% | +0.7% | +39.2% | +37.1% |
| YTD | +8.9% | +8.7% | +0.3% | -4.3% |
| 1Y | +6.1% | +10.9% | -4.8% | -9.9% |
| 3Y | +27.0% | +75.0% | -48.0% | -45.1% |
| 5Y | -74.5% | +67.8% | -142.3% | -87.9% |
| 10Y | -38.0% | +312.9% | -350.8% | -92.1% |
| All | -93.7% | +622.9% | -716.6% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling