+2.0%
SNY vs VSXY
+210.1%
-208.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +8.4% | -3.7% | +4.5% |
| 7D | +12.4% | +14.2% | -1.8% | +11.9% |
| 30D | +20.1% | +21.9% | -1.7% | +19.4% |
| 3M | +11.2% | +22.1% | -10.9% | +10.5% |
| 6M | +9.5% | +116.7% | -107.2% | +6.1% |
| YTD | +3.4% | +101.1% | -97.7% | +0.1% |
| 1Y | +2.0% | +208.0% | -206.0% | -4.6% |
| All | +2.0% | +210.1% | -208.1% | -4.6% |
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