+104.4%
SM vs VSXY
+37.4%
+67.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -2.8% |
| 7D | +0.1% | -14.0% | +14.1% | +1.6% |
| 30D | +26.3% | -15.9% | +42.2% | +28.3% |
| 3M | +8.7% | +3.4% | +5.3% | +7.5% |
| 6M | +51.7% | +25.9% | +25.8% | +43.9% |
| YTD | +99.0% | +39.5% | +59.6% | +84.8% |
| 1Y | +34.6% | +194.4% | -159.8% | +9.3% |
| 3Y | -7.8% | +281.4% | -289.2% | -33.2% |
| 5Y | +104.8% | +12.8% | +92.0% | +60.8% |
| All | +104.4% | +37.4% | +67.0% | +58.2% |
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