+360.9%
SITM vs VSXY
+33.4%
+327.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.1% | +5.2% | +3.0% |
| 7D | +4.8% | -0.3% | +5.2% | +4.9% |
| 30D | -9.7% | -22.1% | +12.3% | -3.4% |
| 3M | -9.3% | -1.1% | -8.2% | -10.2% |
| 6M | +69.5% | +53.8% | +15.7% | +39.7% |
| YTD | +70.5% | +35.5% | +35.0% | +44.5% |
| 1Y | +145.3% | +186.0% | -40.8% | +56.3% |
| 3Y | +432.8% | +343.2% | +89.6% | +154.1% |
| 5Y | +174.0% | +19.0% | +155.0% | +102.2% |
| All | +360.9% | +33.4% | +327.5% | +227.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling