+111.0%
SPOT vs VSXY
+37.7%
+73.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -0.7% |
| 7D | -6.5% | -10.7% | +4.2% | -5.5% |
| 30D | +2.2% | -24.3% | +26.4% | +5.1% |
| 3M | +5.4% | +1.0% | +4.4% | +5.0% |
| 6M | -4.0% | +57.4% | -61.4% | -10.2% |
| YTD | -9.9% | +39.8% | -49.7% | -15.2% |
| 1Y | -27.3% | +196.5% | -223.8% | -38.4% |
| 3Y | +236.4% | +357.2% | -120.8% | +144.6% |
| 5Y | +112.6% | +18.9% | +93.7% | +83.8% |
| All | +111.0% | +37.7% | +73.3% | +86.1% |
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