+24.5%
SFM vs VSXY
+455.0%
-430.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.1% | +1.3% |
| 7D | +6.0% | -1.7% | +7.8% | +6.1% |
| 30D | -19.5% | +20.1% | -39.6% | -20.3% |
| 3M | -37.0% | +16.6% | -53.6% | -37.6% |
| 6M | -41.0% | +134.9% | -176.0% | -44.7% |
| YTD | -34.6% | +96.0% | -130.6% | -38.2% |
| 1Y | -36.3% | +203.8% | -240.0% | -42.6% |
| 3Y | +24.5% | +465.3% | -440.8% | +5.6% |
| All | +24.5% | +455.0% | -430.5% | +5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling