+475.9%
SITM vs VSXY
+352.7%
+123.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.1% | +2.5% | +4.7% |
| 7D | +3.9% | +0.1% | +3.7% | +3.8% |
| 30D | -6.6% | -18.7% | +12.1% | -2.2% |
| 3M | -11.9% | -4.0% | -7.9% | -11.9% |
| 6M | +81.1% | +67.5% | +13.7% | +50.4% |
| YTD | +80.0% | +39.7% | +40.3% | +55.5% |
| 1Y | +145.8% | +180.0% | -34.1% | +66.8% |
| 3Y | +475.9% | +337.3% | +138.6% | +225.7% |
| All | +475.9% | +352.7% | +123.2% | +225.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling