+29.6%
LUV vs VSXY
+224.6%
-195.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.3% | +1.8% |
| 7D | +0.4% | -14.0% | +14.4% | +2.9% |
| 30D | -18.4% | -15.9% | -2.5% | -16.3% |
| 3M | -3.2% | +3.4% | -6.6% | -4.5% |
| 6M | -14.8% | +25.9% | -40.8% | -20.7% |
| YTD | -2.9% | +39.5% | -42.3% | -11.5% |
| 1Y | +29.6% | +194.4% | -164.8% | +2.2% |
| All | +29.6% | +224.6% | -195.0% | +2.2% |
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