+10.0%
S vs VSXY
+369.6%
-359.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.9% | -6.1% | -2.7% |
| 7D | -5.8% | -6.8% | +1.0% | -5.2% |
| 30D | -9.2% | -20.4% | +11.2% | -6.8% |
| 3M | +23.4% | +2.9% | +20.5% | +22.3% |
| 6M | +36.9% | +67.9% | -31.0% | +24.6% |
| YTD | +29.5% | +44.9% | -15.3% | +19.5% |
| 1Y | +5.4% | +205.9% | -200.5% | -17.3% |
| All | +10.0% | +369.6% | -359.6% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling