-99.9%
VVOS vs SPY
+128.3%
-228.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.6% |
| 7D | -17.3% | +0.1% | -17.4% | -17.3% |
| 30D | -45.5% | +0.1% | -45.5% | -45.4% |
| 3M | -73.2% | +2.0% | -75.2% | -73.6% |
| 6M | -87.1% | +13.0% | -100.1% | -88.4% |
| YTD | -90.8% | +13.5% | -104.4% | -91.8% |
| 1Y | -95.8% | +20.0% | -115.7% | -96.4% |
| 3Y | -97.1% | +77.2% | -174.3% | -98.3% |
| 5Y | -99.9% | +81.9% | -181.7% | -99.9% |
| All | -99.9% | +128.3% | -228.2% | -100.0% |
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