+42.8%
SNPS vs VSXY
+33.4%
+9.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +1.4% |
| 7D | -4.6% | -0.3% | -4.3% | -4.6% |
| 30D | -3.3% | -22.1% | +18.7% | -0.5% |
| 3M | -13.8% | -1.1% | -12.6% | -14.2% |
| 6M | -8.2% | +53.8% | -62.0% | -15.2% |
| YTD | -15.4% | +35.5% | -50.9% | -21.0% |
| 1Y | +2.4% | +186.0% | -183.6% | -14.4% |
| 3Y | -13.5% | +343.2% | -356.7% | -35.7% |
| 5Y | +19.5% | +19.0% | +0.4% | +2.8% |
| All | +42.8% | +33.4% | +9.3% | +22.3% |
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