+81.3%
SFM vs VSXY
+339.2%
-257.9%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.8% | -1.1% |
| 7D | -8.8% | -0.3% | -8.4% | -8.7% |
| 30D | -14.5% | -22.1% | +7.6% | -13.3% |
| 3M | -16.8% | -1.1% | -15.7% | -17.0% |
| 6M | -5.3% | +53.8% | -59.2% | -9.1% |
| YTD | -9.4% | +35.5% | -44.9% | -12.5% |
| 1Y | -46.2% | +186.0% | -232.2% | -51.6% |
| All | +81.3% | +339.2% | -257.9% | +55.1% |
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 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