-75.5%
SMR vs VSXY
+184.3%
-259.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +3.1% | -18.8% | -16.4% |
| 7D | -11.2% | +0.1% | -11.4% | -11.2% |
| 30D | -10.2% | -18.7% | +8.5% | -5.9% |
| 3M | -10.0% | -4.0% | -6.1% | -10.5% |
| 6M | -30.5% | +67.5% | -97.9% | -42.4% |
| YTD | -39.2% | +39.7% | -78.9% | -46.9% |
| 1Y | -75.5% | +180.0% | -255.5% | -83.0% |
| All | -75.5% | +184.3% | -259.8% | -83.0% |
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