+188.7%
SFM vs VSXY
+37.5%
+151.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +0.6% |
| 7D | -10.6% | +0.1% | -10.7% | -10.6% |
| 30D | -15.5% | -18.7% | +3.2% | -14.4% |
| 3M | -17.4% | -4.0% | -13.5% | -17.4% |
| 6M | -3.4% | +67.5% | -70.9% | -8.1% |
| YTD | -8.7% | +39.7% | -48.3% | -12.2% |
| 1Y | -47.2% | +180.0% | -227.1% | -52.2% |
| 3Y | +82.7% | +337.3% | -254.6% | +54.9% |
| 5Y | +214.3% | +22.7% | +191.6% | +184.4% |
| All | +188.7% | +37.5% | +151.2% | +155.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling