+71.6%
SM vs VSXY
+210.1%
-138.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | +8.4% | -23.7% | -14.1% |
| 7D | -21.5% | +14.2% | -35.7% | -19.8% |
| 30D | -11.4% | +21.9% | -33.2% | -8.6% |
| 3M | +0.6% | +22.1% | -21.5% | +4.4% |
| 6M | +0.2% | +116.7% | -116.4% | +14.0% |
| YTD | +69.7% | +101.1% | -31.5% | +93.2% |
| 1Y | +71.6% | +208.0% | -136.5% | +97.0% |
| All | +71.6% | +210.1% | -138.6% | +97.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling