+63.6%
SNPS vs VSXY
+93.0%
-29.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.8% |
| 7D | +1.1% | -1.7% | +2.8% | +1.3% |
| 30D | -5.2% | +20.1% | -25.3% | -7.4% |
| 3M | +10.6% | +16.6% | -6.0% | +7.9% |
| 6M | -10.6% | +134.9% | -145.6% | -21.8% |
| YTD | -3.1% | +96.0% | -99.1% | -13.8% |
| 1Y | +15.6% | +203.8% | -188.2% | -3.8% |
| 3Y | -12.9% | +465.3% | -478.3% | -36.8% |
| 5Y | +31.2% | +106.3% | -75.1% | +7.8% |
| All | +63.6% | +93.0% | -29.4% | +33.5% |
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 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