+2.9%
SPGI vs VSXY
+210.1%
-207.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.4% | -5.0% | +3.5% |
| 7D | +7.2% | +14.2% | -7.0% | +7.5% |
| 30D | +23.2% | +21.9% | +1.4% | +23.8% |
| 3M | +17.0% | +22.1% | -5.1% | +17.8% |
| 6M | +20.4% | +116.7% | -96.3% | +20.5% |
| YTD | -1.9% | +101.1% | -103.0% | -1.5% |
| 1Y | +2.9% | +208.0% | -205.1% | +2.1% |
| All | +2.9% | +210.1% | -207.2% | +2.1% |
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 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