+115.3%
SPOT vs VSXY
+22.6%
+92.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +0.4% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | +7.4% | -18.7% | +26.1% | +9.9% |
| 3M | +8.2% | -4.0% | +12.2% | +8.4% |
| 6M | +2.2% | +67.5% | -65.3% | -6.1% |
| YTD | -9.5% | +39.7% | -49.1% | -15.5% |
| 1Y | -23.8% | +180.0% | -203.8% | -36.6% |
| 3Y | +233.5% | +337.3% | -103.8% | +129.6% |
| All | +115.3% | +22.6% | +92.6% | +97.8% |
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