+126.9%
SLB vs VSXY
+37.4%
+89.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.1% |
| 7D | +0.8% | -14.0% | +14.8% | +2.2% |
| 30D | +15.8% | -15.9% | +31.7% | +17.5% |
| 3M | -0.3% | +3.4% | -3.7% | -1.1% |
| 6M | +21.3% | +25.9% | -4.6% | +16.7% |
| YTD | +52.3% | +39.5% | +12.8% | +44.6% |
| 1Y | +63.6% | +194.4% | -130.7% | +43.3% |
| 3Y | +3.8% | +281.4% | -277.7% | -15.5% |
| 5Y | +128.6% | +12.8% | +115.9% | +98.4% |
| All | +126.9% | +37.4% | +89.5% | +95.2% |
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