+19.5%
SPG vs VSXY
+190.1%
-170.6%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.1% | +0.2% |
| 7D | -2.2% | -0.3% | -1.9% | -2.2% |
| 30D | -5.8% | -22.1% | +16.3% | -4.5% |
| 3M | -2.8% | -1.1% | -1.7% | -2.9% |
| 6M | +8.9% | +53.8% | -44.9% | +4.6% |
| YTD | +14.3% | +35.5% | -21.2% | +10.5% |
| 1Y | +19.5% | +186.0% | -166.5% | +9.6% |
| All | +19.5% | +190.1% | -170.6% | +9.6% |
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