-78.0%
SE vs VSXY
+106.2%
-184.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.3% | +0.8% |
| 7D | -0.5% | -1.7% | +1.3% | -0.2% |
| 30D | -20.9% | +20.1% | -41.0% | -23.8% |
| 3M | -38.9% | +16.6% | -55.5% | -41.1% |
| 6M | -19.4% | +134.9% | -154.4% | -35.3% |
| YTD | -40.9% | +96.0% | -136.9% | -51.4% |
| 1Y | -46.2% | +203.8% | -250.0% | -60.8% |
| 3Y | +63.7% | +465.3% | -401.6% | -15.9% |
| All | -78.0% | +106.2% | -184.2% | -82.5% |
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 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