+212.7%
SFM vs VSXY
+19.3%
+193.4%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.5% | -0.4% | -3.7% |
| 7D | -7.2% | -10.7% | +3.5% | -6.6% |
| 30D | -14.3% | -24.3% | +9.9% | -12.9% |
| 3M | -13.7% | +1.0% | -14.7% | -14.0% |
| 6M | -6.0% | +57.4% | -63.4% | -10.2% |
| YTD | -8.2% | +39.8% | -48.0% | -11.9% |
| 1Y | -46.2% | +196.5% | -242.7% | -51.8% |
| 3Y | +83.6% | +357.2% | -273.7% | +53.7% |
| 5Y | +212.7% | +18.9% | +193.8% | +179.1% |
| All | +212.7% | +19.3% | +193.4% | +179.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling