+8.8%
SPGI vs VSXY
+37.5%
-28.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.1% |
| 7D | -7.4% | +0.1% | -7.5% | -7.4% |
| 30D | +0.4% | -18.7% | +19.0% | +1.6% |
| 3M | +5.3% | -4.0% | +9.2% | +5.2% |
| 6M | +1.7% | +67.5% | -65.8% | -3.8% |
| YTD | -16.4% | +39.7% | -56.0% | -19.9% |
| 1Y | -20.5% | +180.0% | -200.5% | -28.9% |
| 3Y | +14.2% | +337.3% | -323.1% | -7.1% |
| 5Y | +0.6% | +22.7% | -22.1% | -9.1% |
| All | +8.8% | +37.5% | -28.8% | -1.7% |
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