-46.6%
SIRI vs VSXY
+33.4%
-80.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +1.5% |
| 7D | -3.0% | -0.3% | -2.7% | -3.0% |
| 30D | +1.3% | -22.1% | +23.4% | +3.4% |
| 3M | +5.6% | -1.1% | +6.8% | +5.3% |
| 6M | +35.2% | +53.8% | -18.7% | +27.5% |
| YTD | +49.1% | +35.5% | +13.6% | +41.7% |
| 1Y | +26.8% | +186.0% | -159.2% | +9.9% |
| 3Y | -23.7% | +343.2% | -366.8% | -38.0% |
| 5Y | -41.8% | +19.0% | -60.8% | -49.9% |
| All | -46.6% | +33.4% | -80.0% | -52.4% |
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