-66.6%
SE vs VSXY
+19.2%
-85.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.5% | -0.6% | -3.4% |
| 7D | -3.6% | -10.7% | +7.1% | -1.7% |
| 30D | -5.3% | -24.3% | +19.0% | -0.5% |
| 3M | +28.1% | +1.0% | +27.1% | +26.6% |
| 6M | +20.7% | +57.4% | -36.7% | +5.1% |
| YTD | -14.8% | +39.8% | -54.6% | -24.8% |
| 1Y | -43.6% | +196.5% | -240.1% | -59.6% |
| 3Y | +184.2% | +357.2% | -173.0% | +47.0% |
| All | -66.6% | +19.2% | -85.8% | -69.7% |
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 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