-35.0%
SFM vs VSXY
+210.1%
-245.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.4% | -4.7% | +3.9% |
| 7D | -12.3% | +14.2% | -26.5% | -11.8% |
| 30D | -16.2% | +21.9% | -38.1% | -15.6% |
| 3M | -36.8% | +22.1% | -58.9% | -36.3% |
| 6M | -32.6% | +116.7% | -149.3% | -30.7% |
| YTD | -31.7% | +101.1% | -132.8% | -30.6% |
| 1Y | -35.0% | +208.0% | -243.0% | -38.1% |
| All | -35.0% | +210.1% | -245.1% | -38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling