-58.1%
S vs VSXY
+37.5%
-95.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.9% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -11.4% | -18.7% | +7.2% | -8.0% |
| 3M | +33.8% | -4.0% | +37.8% | +33.7% |
| 6M | +39.5% | +67.5% | -28.0% | +18.9% |
| YTD | +31.7% | +39.7% | -8.0% | +15.6% |
| 1Y | +7.0% | +180.0% | -173.0% | -24.1% |
| 3Y | +11.8% | +337.3% | -325.5% | -39.2% |
| 5Y | -69.0% | +22.7% | -91.7% | -75.2% |
| All | -58.1% | +37.5% | -95.6% | -66.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling