-87.5%
SPXU vs VSXY
+37.5%
-125.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.1% | -5.5% | -1.5% |
| 7D | +2.5% | +0.1% | +2.4% | +2.6% |
| 30D | +4.2% | -18.7% | +22.9% | -1.5% |
| 3M | -9.3% | -4.0% | -5.3% | -9.5% |
| 6M | -30.7% | +67.5% | -98.2% | -15.3% |
| YTD | -28.1% | +39.7% | -67.8% | -15.9% |
| 1Y | -35.2% | +180.0% | -215.2% | -2.4% |
| 3Y | -79.9% | +337.3% | -417.2% | -56.4% |
| 5Y | -86.4% | +22.7% | -109.1% | -77.6% |
| All | -87.5% | +37.5% | -125.0% | -78.8% |
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 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