-21.9%
AS vs VSXY
+224.6%
-246.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | +3.2% |
| 7D | -4.9% | -14.0% | +9.1% | -3.1% |
| 30D | -19.6% | -15.9% | -3.7% | -17.8% |
| 3M | -14.4% | +3.4% | -17.8% | -14.8% |
| 6M | -20.1% | +25.9% | -46.0% | -24.3% |
| YTD | -20.9% | +39.5% | -60.4% | -26.5% |
| 1Y | -21.9% | +194.4% | -216.2% | -39.6% |
| All | -21.9% | +224.6% | -246.4% | -39.6% |
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