-70.6%
S vs VSXY
+19.3%
-89.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +0.8% |
| 7D | -1.2% | -10.7% | +9.5% | +0.9% |
| 30D | -12.6% | -24.3% | +11.7% | -7.5% |
| 3M | +27.6% | +1.0% | +26.5% | +26.0% |
| 6M | +35.5% | +57.4% | -21.9% | +16.2% |
| YTD | +29.6% | +39.8% | -10.2% | +12.9% |
| 1Y | +8.1% | +196.5% | -188.4% | -26.4% |
| 3Y | +14.8% | +357.2% | -342.5% | -42.4% |
| 5Y | -70.6% | +18.9% | -89.5% | -71.2% |
| All | -70.6% | +19.3% | -89.9% | -71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling