+25.4%
SPGI vs VSXY
+93.0%
-67.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +1.0% |
| 7D | +1.2% | -1.7% | +3.0% | +1.3% |
| 30D | +15.9% | +20.1% | -4.2% | +14.5% |
| 3M | +12.3% | +16.6% | -4.3% | +10.9% |
| 6M | +23.7% | +134.9% | -111.2% | +14.6% |
| YTD | -3.5% | +96.0% | -99.5% | -9.7% |
| 1Y | +0.4% | +203.8% | -203.4% | -9.8% |
| 3Y | +29.9% | +465.3% | -435.4% | +4.7% |
| 5Y | +15.2% | +106.3% | -91.1% | +1.6% |
| All | +25.4% | +93.0% | -67.6% | +10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling