+61.7%
SAP vs VSXY
+37.5%
+24.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | 0.0% |
| 7D | -4.1% | +0.1% | -4.2% | -4.1% |
| 30D | +1.1% | -18.7% | +19.8% | +2.6% |
| 3M | +26.1% | -4.0% | +30.1% | +26.1% |
| 6M | +9.8% | +67.5% | -57.7% | +3.0% |
| YTD | -13.6% | +39.7% | -53.2% | -17.7% |
| 1Y | -18.7% | +180.0% | -198.7% | -28.3% |
| 3Y | +54.1% | +337.3% | -283.2% | +22.4% |
| 5Y | +54.7% | +22.7% | +32.1% | +39.7% |
| All | +61.7% | +37.5% | +24.1% | +43.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling