+3.0%
SNY vs VSXY
+224.6%
-221.6%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.3% |
| 7D | -1.3% | -14.0% | +12.7% | -0.8% |
| 30D | +3.4% | -15.9% | +19.3% | +4.0% |
| 3M | -0.3% | +3.4% | -3.7% | -0.4% |
| 6M | +1.0% | +25.9% | -24.9% | -0.6% |
| YTD | -3.6% | +39.5% | -43.1% | -6.0% |
| 1Y | +3.0% | +194.4% | -191.3% | -11.4% |
| All | +3.0% | +224.6% | -221.6% | -11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling