+69.4%
SO vs VSXY
+33.4%
+36.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.6% |
| 7D | -1.1% | -0.3% | -0.8% | -1.1% |
| 30D | -3.7% | -22.1% | +18.3% | -3.5% |
| 3M | -5.9% | -1.1% | -4.8% | -5.9% |
| 6M | -7.3% | +53.8% | -61.2% | -7.9% |
| YTD | +3.1% | +35.5% | -32.4% | +2.5% |
| 1Y | -1.0% | +186.0% | -187.0% | -2.6% |
| 3Y | +43.2% | +343.2% | -299.9% | +36.7% |
| 5Y | +59.1% | +19.0% | +40.1% | +56.8% |
| All | +69.4% | +33.4% | +36.0% | +67.4% |
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 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