+223.0%
SFM vs VSXY
+37.4%
+185.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +2.7% |
| 7D | -0.1% | -14.0% | +13.9% | +0.8% |
| 30D | -4.4% | -15.9% | +11.5% | -3.4% |
| 3M | +1.5% | +3.4% | -1.9% | +1.0% |
| 6M | +6.5% | +25.9% | -19.4% | +3.6% |
| YTD | +2.2% | +39.5% | -37.3% | -1.8% |
| 1Y | -41.9% | +194.4% | -236.2% | -47.7% |
| 3Y | +106.8% | +281.4% | -174.7% | +77.0% |
| 5Y | +231.6% | +12.8% | +218.8% | +201.4% |
| All | +223.0% | +37.4% | +185.6% | +186.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling