+5.6%
AS vs VSXY
+214.4%
-208.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.5% |
| 7D | +4.5% | +10.2% | -5.7% | +3.3% |
| 30D | +13.2% | +33.6% | -20.4% | +9.4% |
| 3M | -11.9% | +10.8% | -22.7% | -13.3% |
| 6M | -11.6% | +130.5% | -142.1% | -21.7% |
| YTD | -14.7% | +104.4% | -119.1% | -22.7% |
| All | +5.6% | +214.4% | -208.8% | -0.9% |
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