+19.0%
SPGI vs VSXY
+335.0%
-316.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.9% | -7.1% | -3.3% |
| 7D | -2.5% | -6.8% | +4.3% | -2.3% |
| 30D | +5.4% | -20.4% | +25.8% | +6.2% |
| 3M | +9.0% | +2.9% | +6.1% | +8.7% |
| 6M | +0.8% | +67.9% | -67.1% | -2.6% |
| YTD | -12.6% | +44.9% | -57.4% | -14.9% |
| 1Y | -16.1% | +205.9% | -222.1% | -22.4% |
| 3Y | +19.0% | +373.9% | -354.9% | +3.6% |
| All | +19.0% | +335.0% | -316.0% | +3.6% |
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 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