+88.2%
SPY vs VSXY
+37.5%
+50.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.6% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -1.1% | -18.7% | +17.6% | +0.8% |
| 3M | +3.9% | -4.0% | +7.8% | +3.8% |
| 6M | +13.6% | +67.5% | -53.9% | +5.8% |
| YTD | +12.7% | +39.7% | -27.0% | +6.5% |
| 1Y | +17.5% | +180.0% | -162.5% | +1.9% |
| 3Y | +76.9% | +337.3% | -260.4% | +37.2% |
| 5Y | +83.6% | +22.7% | +60.9% | +61.8% |
| All | +88.2% | +37.5% | +50.6% | +64.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling