+2.5%
SLB vs VSXY
+335.0%
-332.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.6% | -1.0% |
| 7D | +0.4% | -6.8% | +7.2% | +0.9% |
| 30D | +13.6% | -20.4% | +34.0% | +15.6% |
| 3M | +1.5% | +2.9% | -1.4% | +0.9% |
| 6M | +23.0% | +67.9% | -44.9% | +15.8% |
| YTD | +51.2% | +44.9% | +6.4% | +43.8% |
| 1Y | +63.5% | +205.9% | -142.4% | +44.5% |
| 3Y | +2.5% | +373.9% | -371.3% | -17.7% |
| All | +2.5% | +335.0% | -332.5% | -17.7% |
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