-57.8%
S vs VSXY
+37.4%
-95.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.1% |
| 7D | -7.7% | -14.0% | +6.3% | -5.0% |
| 30D | -5.3% | -15.9% | +10.6% | -2.3% |
| 3M | +20.3% | +3.4% | +16.9% | +18.3% |
| 6M | +47.4% | +25.9% | +21.5% | +34.0% |
| YTD | +32.5% | +39.5% | -7.0% | +16.5% |
| 1Y | +9.5% | +194.4% | -184.8% | -23.3% |
| 3Y | +15.5% | +281.4% | -265.9% | -34.1% |
| 5Y | -71.2% | +12.8% | -84.0% | -76.9% |
| All | -57.8% | +37.4% | -95.2% | -66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling