+106.5%
SPG vs VSXY
+353.1%
-246.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.5% | +1.1% | -2.1% |
| 7D | -1.7% | -10.7% | +9.1% | -0.6% |
| 30D | -6.3% | -24.3% | +18.0% | -3.8% |
| 3M | -2.4% | +1.0% | -3.5% | -2.9% |
| 6M | +9.6% | +57.4% | -47.7% | +2.5% |
| YTD | +14.2% | +39.8% | -25.6% | +7.7% |
| 1Y | +19.3% | +196.5% | -177.2% | +1.7% |
| All | +106.5% | +353.1% | -246.6% | +58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling