-93.8%
VSTM vs SPY
+655.4%
-749.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +104.9% |
| 6M | +41.1% | +13.0% | +28.1% | +17.3% |
| YTD | +6.2% | +13.5% | -7.3% | -12.2% |
| 1Y | -22.3% | +20.0% | -42.3% | -40.8% |
| 3Y | -16.8% | +77.2% | -94.0% | -64.6% |
| 5Y | -75.1% | +81.9% | -156.9% | -89.5% |
| 10Y | -48.6% | +314.1% | -362.7% | -93.5% |
| All | -93.8% | +655.4% | -749.2% | -99.7% |
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