+1.9%
SLB vs VSXY
+474.3%
-472.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.2% |
| 7D | -1.2% | +0.8% | -2.0% | -1.2% |
| 30D | +4.5% | +24.0% | -19.5% | +2.6% |
| 3M | -4.6% | +16.7% | -21.2% | -6.0% |
| 6M | -6.3% | +138.6% | -144.9% | -14.3% |
| YTD | +35.0% | +102.8% | -67.8% | +24.6% |
| 1Y | +38.8% | +214.2% | -175.3% | +22.5% |
| All | +1.9% | +474.3% | -472.3% | -19.0% |
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