+432.7%
SN vs VSXY
+418.2%
+14.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.8% | +1.8% | -2.1% |
| 7D | +1.4% | -1.6% | +3.0% | +1.7% |
| 30D | +16.6% | +17.8% | -1.2% | +13.1% |
| 3M | +18.3% | +12.5% | +5.8% | +15.2% |
| 6M | +103.1% | +124.7% | -21.7% | +68.3% |
| YTD | +96.7% | +93.2% | +3.6% | +66.6% |
| 1Y | +134.3% | +195.6% | -61.3% | +80.1% |
| 3Y | +425.2% | +434.6% | -9.4% | +253.0% |
| All | +432.7% | +418.2% | +14.4% | +216.0% |
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 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