+21.3%
SHW vs VSXY
+42.7%
-21.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.9% | -6.1% | -2.7% |
| 7D | -1.2% | -6.8% | +5.6% | -0.6% |
| 30D | -11.6% | -20.4% | +8.8% | -9.6% |
| 3M | +9.1% | +2.9% | +6.2% | +8.5% |
| 6M | -0.7% | +67.9% | -68.6% | -7.6% |
| YTD | +1.4% | +44.9% | -43.5% | -4.5% |
| 1Y | -12.3% | +205.9% | -218.2% | -24.7% |
| 3Y | +23.4% | +373.9% | -350.5% | -6.5% |
| 5Y | +15.0% | +23.5% | -8.4% | +1.4% |
| All | +21.3% | +42.7% | -21.4% | +6.1% |
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 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