-74.4%
SE vs VSXY
+93.0%
-167.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.3% | +0.9% |
| 7D | -0.5% | -1.7% | +1.3% | -0.2% |
| 30D | -20.9% | +20.1% | -41.0% | -23.6% |
| 3M | -38.9% | +16.6% | -55.5% | -41.0% |
| 6M | -19.4% | +134.9% | -154.4% | -34.6% |
| YTD | -40.9% | +96.0% | -136.9% | -50.9% |
| 1Y | -46.2% | +203.8% | -250.0% | -60.0% |
| 3Y | +63.7% | +465.3% | -401.6% | -10.5% |
| 5Y | -77.9% | +106.3% | -184.2% | -83.2% |
| All | -74.4% | +93.0% | -167.4% | -80.7% |
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