+111.0%
SPG vs VSXY
+33.4%
+77.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.1% | +0.5% |
| 7D | -2.2% | -0.3% | -1.9% | -2.2% |
| 30D | -5.8% | -22.1% | +16.3% | -2.5% |
| 3M | -2.8% | -1.1% | -1.7% | -3.2% |
| 6M | +8.9% | +53.8% | -44.9% | -0.8% |
| YTD | +14.3% | +35.5% | -21.2% | +5.5% |
| 1Y | +19.5% | +186.0% | -166.5% | -4.0% |
| 3Y | +106.9% | +343.2% | -236.3% | +39.2% |
| 5Y | +108.7% | +19.0% | +89.7% | +73.8% |
| All | +111.0% | +33.4% | +77.6% | +73.1% |
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 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