-63.4%
SE vs VSXY
+33.4%
-96.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.1% | -0.4% |
| 7D | -4.8% | -0.3% | -4.4% | -4.7% |
| 30D | -18.1% | -22.1% | +3.9% | -14.4% |
| 3M | +30.6% | -1.1% | +31.8% | +29.7% |
| 6M | +20.8% | +53.8% | -33.1% | +6.4% |
| YTD | -15.6% | +35.5% | -51.1% | -24.6% |
| 1Y | -44.2% | +186.0% | -230.2% | -59.0% |
| 3Y | +181.5% | +343.2% | -161.6% | +55.7% |
| 5Y | -66.9% | +19.0% | -85.9% | -72.7% |
| All | -63.4% | +33.4% | -96.8% | -70.4% |
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 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