+309.7%
SN vs VSXY
+275.0%
+34.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.5% | +0.2% | -2.7% |
| 7D | -3.4% | -10.7% | +7.3% | -1.6% |
| 30D | -9.1% | -24.3% | +15.2% | -4.6% |
| 3M | +31.8% | +1.0% | +30.8% | +30.8% |
| 6M | +52.0% | +57.4% | -5.3% | +34.8% |
| YTD | +51.3% | +39.8% | +11.5% | +36.3% |
| 1Y | +46.9% | +196.5% | -149.6% | +11.5% |
| 3Y | +394.9% | +357.2% | +37.7% | +259.3% |
| All | +309.7% | +275.0% | +34.6% | +158.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling