+75.7%
SAP vs VSXY
+119.9%
-44.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.2% |
| 7D | -2.5% | +0.8% | -3.3% | -2.6% |
| 30D | +7.5% | +24.0% | -16.6% | +5.5% |
| 3M | +11.6% | +16.7% | -5.0% | +9.9% |
| 6M | +37.6% | +138.6% | -101.0% | +25.1% |
| YTD | -2.0% | +102.8% | -104.8% | -9.8% |
| 1Y | -6.4% | +214.2% | -220.5% | -18.1% |
| 3Y | +67.7% | +461.4% | -393.7% | +29.9% |
| 5Y | +75.7% | +118.3% | -42.6% | +54.3% |
| All | +75.7% | +119.9% | -44.2% | +54.3% |
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