+30.3%
SPGI vs VSXY
+474.3%
-444.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.4% |
| 7D | -1.4% | +0.8% | -2.2% | -1.4% |
| 30D | +15.3% | +24.0% | -8.7% | +14.5% |
| 3M | +16.5% | +16.7% | -0.2% | +15.9% |
| 6M | +19.8% | +138.6% | -118.8% | +14.8% |
| YTD | -3.2% | +102.8% | -106.0% | -6.7% |
| 1Y | +1.8% | +214.2% | -212.4% | -4.5% |
| All | +30.3% | +474.3% | -444.0% | +15.6% |
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