+80.7%
SO vs VSXY
+93.0%
-12.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +1.2% |
| 7D | +1.4% | -1.7% | +3.1% | +1.4% |
| 30D | +4.7% | +20.1% | -15.4% | +4.5% |
| 3M | +1.7% | +16.6% | -14.9% | +1.5% |
| 6M | +2.2% | +134.9% | -132.8% | +1.1% |
| YTD | +10.0% | +96.0% | -86.0% | +8.9% |
| 1Y | +6.0% | +203.8% | -197.7% | +4.5% |
| 3Y | +54.1% | +465.3% | -411.2% | +47.6% |
| 5Y | +79.6% | +106.3% | -26.7% | +75.9% |
| All | +80.7% | +93.0% | -12.4% | +77.9% |
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