+2.1%
AS vs VSXY
+210.1%
-208.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.4% | -3.3% | +4.1% |
| 7D | +13.8% | +14.2% | -0.4% | +11.9% |
| 30D | +16.7% | +21.9% | -5.2% | +13.8% |
| 3M | -11.5% | +22.1% | -33.6% | -13.9% |
| 6M | -5.5% | +116.7% | -122.2% | -15.5% |
| YTD | -14.2% | +101.1% | -115.3% | -22.6% |
| 1Y | +2.1% | +208.0% | -206.0% | -7.2% |
| All | +2.1% | +210.1% | -208.1% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling