+25.8%
SPGI vs VSXY
+99.7%
-73.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.7% |
| 3M | +16.5% | +16.7% | -0.2% | +15.1% |
| 6M | +19.8% | +138.6% | -118.8% | +11.0% |
| YTD | -3.2% | +102.8% | -106.0% | -9.6% |
| 1Y | +1.8% | +214.2% | -212.4% | -8.8% |
| 3Y | +30.6% | +461.4% | -430.8% | +5.5% |
| 5Y | +16.0% | +118.3% | -102.2% | +2.1% |
| All | +25.8% | +99.7% | -73.9% | +10.9% |
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