+44.4%
SITM vs VSXY
+210.1%
-165.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +8.4% | -17.7% | -10.4% |
| 7D | -19.5% | +14.2% | -33.7% | -21.0% |
| 30D | -43.2% | +21.9% | -65.1% | -44.7% |
| 3M | -30.8% | +22.1% | -53.0% | -32.9% |
| 6M | -28.6% | +116.7% | -145.3% | -35.8% |
| YTD | +14.2% | +101.1% | -86.9% | +3.5% |
| 1Y | +44.4% | +208.0% | -163.6% | +32.7% |
| All | +44.4% | +210.1% | -165.8% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling