+319.5%
SN vs VSXY
+274.2%
+45.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.7% | -1.5% |
| 7D | -9.3% | -14.0% | +4.7% | -7.0% |
| 30D | -4.8% | -15.9% | +11.1% | -2.1% |
| 3M | +40.4% | +3.4% | +37.0% | +38.7% |
| 6M | +50.9% | +25.9% | +25.0% | +39.8% |
| YTD | +54.9% | +39.5% | +15.5% | +39.6% |
| 1Y | +43.0% | +194.4% | -151.3% | +8.8% |
| 3Y | +391.8% | +281.4% | +110.4% | +223.9% |
| All | +319.5% | +274.2% | +45.3% | +164.8% |
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