+65.5%
SITM vs VSXY
+67.0%
-1.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -1.0% |
| 7D | +3.7% | -10.7% | +14.4% | +5.1% |
| 30D | -14.5% | -24.3% | +9.8% | -11.2% |
| 3M | -10.6% | +1.0% | -11.6% | -10.9% |
| 6M | +65.5% | +57.4% | +8.2% | +47.5% |
| All | +65.5% | +67.0% | -1.5% | +47.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling