+92.5%
SPYG vs VSXY
+33.4%
+59.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.2% | -0.5% |
| 7D | -1.8% | -0.3% | -1.5% | -1.8% |
| 30D | -1.9% | -22.1% | +20.1% | +0.5% |
| 3M | +5.2% | -1.1% | +6.3% | +4.8% |
| 6M | +15.6% | +53.8% | -38.3% | +7.8% |
| YTD | +12.4% | +35.5% | -23.1% | +5.9% |
| 1Y | +17.5% | +186.0% | -168.6% | 0.0% |
| 3Y | +98.1% | +343.2% | -245.1% | +48.6% |
| 5Y | +84.9% | +19.0% | +65.9% | +62.4% |
| All | +92.5% | +33.4% | +59.1% | +67.8% |
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