+7.7%
AS vs VSXY
+217.9%
-210.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.1% | -1.9% | +2.5% |
| 7D | +5.8% | +15.2% | -9.4% | +4.0% |
| 30D | +15.4% | +37.0% | -21.6% | +11.1% |
| 3M | -11.9% | +15.2% | -27.1% | -13.7% |
| 6M | -9.9% | +136.3% | -146.2% | -20.5% |
| YTD | -13.1% | +109.6% | -122.7% | -21.6% |
| All | +7.7% | +217.9% | -210.2% | +0.4% |
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