+52.2%
SGI vs VSXY
+19.2%
+33.0%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -1.1% |
| 7D | +0.6% | -10.7% | +11.3% | +2.9% |
| 30D | +5.5% | -24.3% | +29.8% | +11.9% |
| 3M | -3.6% | +1.0% | -4.6% | -5.0% |
| 6M | -15.0% | +57.4% | -72.4% | -27.2% |
| YTD | -23.0% | +39.8% | -62.8% | -32.5% |
| 1Y | -18.4% | +196.5% | -214.9% | -42.1% |
| 3Y | +57.8% | +357.2% | -299.5% | -15.6% |
| All | +52.2% | +19.2% | +33.0% | +22.8% |
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