+385.4%
SAN vs VSXY
+19.2%
+366.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.8% |
| 7D | -0.5% | -10.7% | +10.2% | +0.8% |
| 30D | -0.1% | -24.3% | +24.2% | +3.4% |
| 3M | +19.6% | +1.0% | +18.6% | +18.8% |
| 6M | +32.7% | +57.4% | -24.7% | +21.8% |
| YTD | +26.7% | +39.8% | -13.1% | +17.5% |
| 1Y | +51.6% | +196.5% | -144.8% | +24.7% |
| 3Y | +348.7% | +357.2% | -8.5% | +210.5% |
| All | +385.4% | +19.2% | +366.2% | +343.4% |
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