+2.2%
SPGI vs VSXY
+19.3%
-17.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.5% | +1.0% | -2.3% |
| 7D | -3.1% | -10.7% | +7.6% | -2.5% |
| 30D | +2.0% | -24.3% | +26.3% | +3.9% |
| 3M | +4.3% | +1.0% | +3.3% | +3.8% |
| 6M | -0.2% | +57.4% | -57.6% | -5.4% |
| YTD | -14.8% | +39.8% | -54.6% | -18.6% |
| 1Y | -18.5% | +196.5% | -215.0% | -28.2% |
| 3Y | +16.0% | +357.2% | -341.3% | -8.4% |
| 5Y | +2.2% | +18.9% | -16.7% | -3.5% |
| All | +2.2% | +19.3% | -17.1% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling