+48.2%
S vs VSXY
+474.3%
-426.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | +1.2% | +0.8% | +0.4% | +1.2% |
| 30D | -7.3% | +24.0% | -31.3% | -9.8% |
| 3M | +5.9% | +16.7% | -10.8% | +3.5% |
| 6M | +45.6% | +138.6% | -93.0% | +26.2% |
| YTD | +58.5% | +102.8% | -44.3% | +39.3% |
| 1Y | +37.6% | +214.2% | -176.5% | +9.5% |
| All | +48.2% | +474.3% | -426.1% | +0.6% |
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