+165.5%
SITM vs VSXY
+224.6%
-59.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.6% | +3.9% | +6.2% |
| 7D | +9.7% | -14.0% | +23.7% | +12.0% |
| 30D | +12.7% | -15.9% | +28.6% | +15.5% |
| 3M | -13.4% | +3.4% | -16.8% | -14.2% |
| 6M | +59.6% | +25.9% | +33.7% | +50.0% |
| YTD | +73.3% | +39.5% | +33.8% | +59.6% |
| 1Y | +165.5% | +194.4% | -28.8% | +86.6% |
| All | +165.5% | +224.6% | -59.0% | +86.6% |
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