+113.7%
SM vs VSXY
+37.5%
+76.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.5% |
| 7D | +4.6% | +0.1% | +4.4% | +4.5% |
| 30D | +18.2% | -18.7% | +36.9% | +20.5% |
| 3M | +22.5% | -4.0% | +26.5% | +22.3% |
| 6M | +50.6% | +67.5% | -16.9% | +37.5% |
| YTD | +108.1% | +39.7% | +68.5% | +93.2% |
| 1Y | +46.0% | +180.0% | -134.0% | +19.7% |
| 3Y | +2.9% | +337.3% | -334.4% | -27.2% |
| 5Y | +112.6% | +22.7% | +89.9% | +67.8% |
| All | +113.7% | +37.5% | +76.1% | +65.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling