+70.1%
SO vs VSXY
+37.4%
+32.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.4% | -0.8% |
| 7D | -0.2% | -14.0% | +13.8% | 0.0% |
| 30D | -4.6% | -15.9% | +11.3% | -4.4% |
| 3M | -3.0% | +3.4% | -6.4% | -3.1% |
| 6M | -8.3% | +25.9% | -34.2% | -8.7% |
| YTD | +3.5% | +39.5% | -36.0% | +2.9% |
| 1Y | -0.9% | +194.4% | -195.3% | -2.6% |
| 3Y | +45.4% | +281.4% | -236.1% | +39.8% |
| 5Y | +59.6% | +12.8% | +46.8% | +57.3% |
| All | +70.1% | +37.4% | +32.7% | +68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling