+74.5%
SGI vs VSXY
+37.5%
+36.9%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.3% |
| 7D | -4.5% | +0.1% | -4.6% | -4.5% |
| 30D | +4.2% | -18.7% | +22.8% | +8.5% |
| 3M | -7.4% | -4.0% | -3.5% | -7.7% |
| 6M | -15.1% | +67.5% | -82.5% | -27.8% |
| YTD | -24.7% | +39.7% | -64.3% | -33.5% |
| 1Y | -21.8% | +180.0% | -201.7% | -42.6% |
| 3Y | +50.0% | +337.3% | -287.2% | -14.0% |
| 5Y | +48.9% | +22.7% | +26.3% | +15.5% |
| All | +74.5% | +37.5% | +36.9% | +32.7% |
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