+11.2%
SPYG vs VSXY
+210.1%
-198.9%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.4% | -7.1% | +0.9% |
| 7D | -2.8% | +14.2% | -17.0% | -3.3% |
| 30D | -6.2% | +21.9% | -28.0% | -6.9% |
| 3M | -3.6% | +22.1% | -25.7% | -4.5% |
| 6M | +4.8% | +116.7% | -111.9% | +0.8% |
| YTD | +11.0% | +101.1% | -90.1% | +6.2% |
| 1Y | +11.2% | +208.0% | -196.8% | +3.4% |
| All | +11.2% | +210.1% | -198.9% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling