-5.8%
SM vs VSXY
+446.9%
-452.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.8% | +9.9% | +5.4% |
| 7D | +10.6% | -1.6% | +12.2% | +10.6% |
| 30D | -15.0% | +17.8% | -32.8% | -15.8% |
| 3M | +1.7% | +12.5% | -10.8% | +0.8% |
| 6M | +5.9% | +124.7% | -118.9% | -1.6% |
| YTD | +79.0% | +93.2% | -14.2% | +66.5% |
| 1Y | +84.7% | +195.6% | -111.0% | +59.9% |
| All | -5.8% | +446.9% | -452.7% | -33.0% |
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