+386.5%
SITM vs VSXY
+37.5%
+349.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.1% | +2.5% | +4.6% |
| 7D | +3.9% | +0.1% | +3.7% | +3.7% |
| 30D | -6.6% | -18.7% | +12.1% | -1.3% |
| 3M | -11.9% | -4.0% | -7.9% | -11.9% |
| 6M | +81.1% | +67.5% | +13.7% | +45.3% |
| YTD | +80.0% | +39.7% | +40.3% | +51.1% |
| 1Y | +145.8% | +180.0% | -34.1% | +58.1% |
| 3Y | +475.9% | +337.3% | +138.6% | +177.2% |
| 5Y | +189.2% | +22.7% | +166.5% | +111.5% |
| All | +386.5% | +37.5% | +349.0% | +242.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling