-61.4%
SE vs VSXY
+42.7%
-104.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.7% | +0.4% |
| 7D | +0.6% | -6.8% | +7.4% | +1.7% |
| 30D | -0.1% | -20.4% | +20.3% | +3.8% |
| 3M | +34.1% | +2.9% | +31.2% | +32.2% |
| 6M | +23.2% | +67.9% | -44.7% | +6.7% |
| YTD | -11.2% | +44.9% | -56.0% | -21.7% |
| 1Y | -40.5% | +205.9% | -246.5% | -56.8% |
| 3Y | +196.3% | +373.9% | -177.6% | +61.8% |
| 5Y | -67.0% | +23.5% | -90.5% | -73.1% |
| All | -61.4% | +42.7% | -104.1% | -69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling