+72.5%
SMR vs VSXY
+339.2%
-266.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.1% | -2.5% | -4.9% |
| 7D | +4.7% | -0.3% | +5.1% | +4.9% |
| 30D | +3.2% | -22.1% | +25.3% | +8.7% |
| 3M | +9.9% | -1.1% | +11.0% | +9.2% |
| 6M | -15.1% | +53.8% | -69.0% | -25.0% |
| YTD | -27.9% | +35.5% | -63.4% | -34.6% |
| 1Y | -70.2% | +186.0% | -256.3% | -77.2% |
| All | +72.5% | +339.2% | -266.7% | +27.6% |
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