+184.3%
SE vs VSXY
+353.1%
-168.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.5% | -0.6% | -3.8% |
| 7D | -3.6% | -10.7% | +7.1% | -2.9% |
| 30D | -5.3% | -24.3% | +19.0% | -3.5% |
| 3M | +28.1% | +1.0% | +27.1% | +27.5% |
| 6M | +20.7% | +57.4% | -36.7% | +14.1% |
| YTD | -14.8% | +39.8% | -54.6% | -19.0% |
| 1Y | -43.6% | +196.5% | -240.1% | -51.2% |
| All | +184.3% | +353.1% | -168.9% | +138.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling