-11.8%
SONY vs VSXY
+224.6%
-236.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -1.7% |
| 7D | -1.2% | -14.0% | +12.8% | -0.4% |
| 30D | +9.4% | -15.9% | +25.4% | +10.4% |
| 3M | +10.5% | +3.4% | +7.1% | +10.1% |
| 6M | +11.7% | +25.9% | -14.2% | +9.6% |
| YTD | -4.1% | +39.5% | -43.5% | -6.8% |
| 1Y | -11.8% | +194.4% | -206.1% | -22.4% |
| All | -11.8% | +224.6% | -236.4% | -22.4% |
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