+58.2%
CAPR vs VSXY
+224.6%
-166.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.9% |
| 7D | -2.0% | -14.0% | +12.0% | 0.0% |
| 30D | +139.2% | -15.9% | +155.1% | +144.0% |
| 3M | -66.4% | +3.4% | -69.8% | -67.1% |
| 6M | -63.1% | +25.9% | -89.0% | -65.8% |
| YTD | -67.4% | +39.5% | -106.9% | -72.6% |
| 1Y | +58.2% | +194.4% | -136.1% | -15.5% |
| All | +58.2% | +224.6% | -166.3% | -15.5% |
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