+113.7%
SPG vs VSXY
+37.4%
+76.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.4% |
| 7D | -2.4% | -14.0% | +11.6% | -0.4% |
| 30D | -6.8% | -15.9% | +9.1% | -4.8% |
| 3M | +2.7% | +3.4% | -0.7% | +1.5% |
| 6M | +5.5% | +25.9% | -20.5% | -0.9% |
| YTD | +15.7% | +39.5% | -23.8% | +6.4% |
| 1Y | +20.9% | +194.4% | -173.5% | -3.3% |
| 3Y | +112.4% | +281.4% | -169.0% | +48.0% |
| 5Y | +101.4% | +12.8% | +88.6% | +67.4% |
| All | +113.7% | +37.4% | +76.3% | +74.5% |
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